+1,564.8%
QQQ vs EWJ
+248.4%
+1,316.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | +1.0% | +1.0% | 0.0% | +0.3% |
| 30D | -0.6% | +1.0% | -1.6% | -1.4% |
| 3M | +1.3% | +7.2% | -5.9% | -3.7% |
| 6M | +18.1% | +13.9% | +4.3% | +7.3% |
| YTD | +16.9% | +20.8% | -3.9% | +1.3% |
| 1Y | +24.0% | +26.4% | -2.4% | +3.8% |
| 3Y | +95.6% | +71.8% | +23.9% | +29.8% |
| 5Y | +94.5% | +49.9% | +44.6% | +43.2% |
| 10Y | +571.7% | +140.0% | +431.7% | +257.2% |
| All | +1,564.8% | +248.4% | +1,316.4% | +567.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling