+337.5%
RF vs EWJ
+138.9%
+198.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.5% | -0.4% |
| 7D | -0.1% | -1.5% | +1.3% | +0.7% |
| 30D | +7.0% | -6.5% | +13.5% | +12.0% |
| 3M | -7.0% | -5.6% | -1.4% | -3.6% |
| 6M | +6.8% | -0.3% | +7.0% | +5.7% |
| YTD | +9.9% | +13.9% | -4.0% | -1.6% |
| 1Y | +21.1% | +14.6% | +6.6% | +8.0% |
| 3Y | +119.6% | +66.6% | +53.0% | +48.5% |
| 5Y | +46.2% | +47.7% | -1.5% | +8.1% |
| 10Y | +261.5% | +126.0% | +135.5% | +110.4% |
| All | +337.5% | +138.9% | +198.7% | +124.9% |
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