+196.4%
SE vs EWJ
+71.9%
+124.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | +0.6% | +2.9% | -2.3% | -1.6% |
| 30D | -0.1% | +1.1% | -1.2% | -1.0% |
| 3M | +34.1% | +7.1% | +27.0% | +26.4% |
| 6M | +23.2% | +16.2% | +7.0% | +8.7% |
| YTD | -11.2% | +22.0% | -33.1% | -24.7% |
| 1Y | -40.5% | +26.2% | -66.7% | -51.1% |
| All | +196.4% | +71.9% | +124.4% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling