+763.4%
T vs EWJ
+156.6%
+606.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -1.3% | +2.5% | -3.8% | -2.2% |
| 30D | +11.4% | +3.3% | +8.1% | +9.9% |
| 3M | +14.3% | +5.0% | +9.3% | +11.5% |
| 6M | -9.3% | +11.5% | -20.8% | -13.9% |
| YTD | +7.1% | +22.4% | -15.3% | -2.2% |
| 1Y | -9.1% | +30.2% | -39.3% | -19.2% |
| 3Y | +105.3% | +72.8% | +32.5% | +60.2% |
| 5Y | +66.8% | +54.1% | +12.7% | +35.4% |
| 10Y | +66.8% | +140.6% | -73.8% | +13.2% |
| All | +763.4% | +156.6% | +606.8% | +387.1% |
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 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