+102.9%
T vs EWJ
+70.3%
+32.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -3.1% | +1.0% | -4.1% | -3.1% |
| 30D | +4.6% | +1.0% | +3.6% | +4.6% |
| 3M | +12.2% | +7.2% | +5.0% | +12.0% |
| 6M | -6.5% | +13.9% | -20.3% | -7.0% |
| YTD | +4.9% | +20.8% | -15.9% | +3.6% |
| 1Y | -10.5% | +26.4% | -36.9% | -12.1% |
| All | +102.9% | +70.3% | +32.6% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling