-66.3%
SE vs EWJ
+50.3%
-116.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -2.9% |
| 7D | -3.6% | +1.0% | -4.6% | -4.8% |
| 30D | -5.3% | +1.0% | -6.3% | -6.6% |
| 3M | +28.1% | +7.2% | +20.9% | +15.7% |
| 6M | +20.7% | +13.9% | +6.8% | +0.2% |
| YTD | -14.8% | +20.8% | -35.6% | -35.3% |
| 1Y | -43.6% | +26.4% | -70.0% | -60.2% |
| 3Y | +184.2% | +71.8% | +112.5% | +12.1% |
| 5Y | -66.3% | +49.9% | -116.2% | -84.1% |
| All | -66.3% | +50.3% | -116.6% | -84.1% |
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