-9.8%
T vs EWJ
+14.0%
-23.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | +2.5% | +4.0% | -1.4% | +3.3% |
| 30D | -3.8% | -4.3% | +0.5% | -4.7% |
| 3M | -8.7% | -6.8% | -1.9% | -10.1% |
| 6M | -8.1% | -0.9% | -7.2% | -8.3% |
| YTD | -6.4% | +14.3% | -20.7% | -5.8% |
| 1Y | -9.8% | +15.3% | -25.1% | -9.1% |
| All | -9.8% | +14.0% | -23.7% | -9.1% |
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