-0.3%
SPOT vs EWJ
+18.0%
-18.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.7% |
| 7D | +16.6% | -1.2% | +17.8% | +16.4% |
| 30D | +29.9% | -5.5% | +35.4% | +29.6% |
| 3M | +31.3% | -0.8% | +32.1% | +30.6% |
| 6M | +43.2% | +7.1% | +36.1% | +41.0% |
| YTD | +8.1% | +16.9% | -8.8% | +3.8% |
| 1Y | -0.3% | +18.2% | -18.5% | -5.0% |
| All | -0.3% | +18.0% | -18.3% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling