-8.4%
T vs EWJ
+24.8%
-33.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.5% |
| 7D | -2.4% | -1.5% | -1.0% | -2.7% |
| 30D | +4.3% | +0.2% | +4.1% | +4.3% |
| 3M | +11.6% | +8.6% | +3.0% | +12.9% |
| 6M | -5.6% | +12.1% | -17.7% | -4.1% |
| YTD | +6.6% | +20.1% | -13.5% | +8.3% |
| 1Y | -8.4% | +25.2% | -33.6% | -6.1% |
| All | -8.4% | +24.8% | -33.2% | -6.1% |
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 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