+254.8%
SPOT vs EWJ
+94.3%
+160.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | -2.9% | +2.9% | -5.7% | -5.1% |
| 30D | +8.3% | +1.1% | +7.2% | +7.0% |
| 3M | +5.1% | +7.1% | -2.0% | -2.2% |
| 6M | -6.5% | +16.2% | -22.7% | -19.9% |
| YTD | -9.0% | +22.0% | -31.0% | -26.2% |
| 1Y | -26.4% | +26.2% | -52.6% | -42.7% |
| 3Y | +240.0% | +73.5% | +166.6% | +87.4% |
| 5Y | +111.7% | +52.7% | +59.0% | +30.8% |
| All | +254.8% | +94.3% | +160.5% | +76.9% |
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 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