+360.1%
RF vs EWJ
+156.6%
+203.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +1.3% | +2.5% | -1.2% | -0.4% |
| 30D | -3.6% | +3.3% | -6.9% | -5.8% |
| 3M | +8.1% | +5.0% | +3.1% | +3.6% |
| 6M | +11.5% | +11.5% | -0.1% | +2.0% |
| YTD | +15.6% | +22.4% | -6.8% | -1.3% |
| 1Y | +15.7% | +30.2% | -14.5% | -5.6% |
| 3Y | +86.9% | +72.8% | +14.1% | +23.6% |
| 5Y | +89.8% | +54.1% | +35.7% | +36.6% |
| 10Y | +344.7% | +140.6% | +204.1% | +148.2% |
| All | +360.1% | +156.6% | +203.4% | +125.6% |
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