+46.4%
RF vs EWJ
+47.4%
-1.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +1.9% | +4.0% | -2.0% | -0.7% |
| 30D | +7.3% | -4.3% | +11.6% | +10.3% |
| 3M | -7.9% | -6.8% | -1.1% | -3.7% |
| 6M | +10.5% | -0.9% | +11.4% | +9.8% |
| YTD | +9.6% | +14.3% | -4.6% | -3.4% |
| 1Y | +20.3% | +15.3% | +5.0% | +5.1% |
| 3Y | +119.5% | +65.6% | +53.9% | +35.7% |
| All | +46.4% | +47.4% | -1.0% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling