+60.7%
SE vs EWJ
+67.1%
-6.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -5.0% |
| 7D | -7.7% | -1.9% | -5.9% | -6.5% |
| 30D | -22.8% | -5.3% | -17.5% | -19.7% |
| 3M | -43.7% | -4.3% | -39.4% | -42.0% |
| 6M | -12.8% | +0.4% | -13.2% | -13.8% |
| YTD | -42.0% | +14.7% | -56.7% | -48.3% |
| 1Y | -48.0% | +14.7% | -62.7% | -53.7% |
| All | +60.7% | +67.1% | -6.4% | +55.4% |
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