+57.0%
T vs EWJ
+47.7%
+9.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.6% | +3.6% | -2.0% | +1.1% |
| 30D | -2.9% | -6.0% | +3.1% | -2.1% |
| 3M | -7.5% | -6.5% | -1.0% | -6.7% |
| 6M | -9.9% | -0.1% | -9.8% | -10.4% |
| YTD | -6.4% | +13.9% | -20.4% | -10.0% |
| 1Y | -9.4% | +13.1% | -22.5% | -12.7% |
| 3Y | +64.9% | +65.0% | -0.2% | +37.4% |
| 5Y | +57.0% | +47.0% | +10.0% | +36.5% |
| All | +57.0% | +47.7% | +9.3% | +36.5% |
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 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