+589.4%
SE vs EWJ
+105.2%
+484.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.4% |
| 7D | -6.1% | +2.5% | -8.6% | -8.9% |
| 30D | -2.5% | +3.3% | -5.7% | -6.3% |
| 3M | +21.7% | +5.0% | +16.7% | +13.4% |
| 6M | +27.0% | +11.5% | +15.5% | +8.8% |
| YTD | -12.1% | +22.4% | -34.5% | -33.3% |
| 1Y | -40.9% | +30.2% | -71.1% | -58.9% |
| 3Y | +191.0% | +72.8% | +118.2% | +31.8% |
| 5Y | -68.3% | +54.1% | -122.4% | -82.8% |
| All | +589.4% | +105.2% | +484.1% | +146.4% |
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 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