+115.3%
SPOT vs EWJ
+50.5%
+64.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.0% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | +7.4% | +0.8% | +6.6% | +6.4% |
| 3M | +8.2% | +7.5% | +0.7% | +0.6% |
| 6M | +2.2% | +15.6% | -13.4% | -12.3% |
| YTD | -9.5% | +22.7% | -32.2% | -27.7% |
| 1Y | -23.8% | +26.4% | -50.3% | -41.5% |
| 3Y | +233.5% | +72.5% | +160.9% | +67.9% |
| All | +115.3% | +50.5% | +64.7% | +20.9% |
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