+293.7%
TPR vs EWJ
+73.3%
+220.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -3.4% | +2.9% | -6.2% | -5.3% |
| 30D | -27.3% | +1.1% | -28.4% | -28.1% |
| 3M | -16.2% | +7.1% | -23.3% | -21.1% |
| 6M | -17.9% | +16.2% | -34.1% | -27.3% |
| YTD | -7.1% | +22.0% | -29.1% | -21.1% |
| 1Y | +13.6% | +26.2% | -12.6% | -6.1% |
| 3Y | +293.7% | +73.5% | +220.3% | +163.3% |
| All | +293.7% | +73.3% | +220.5% | +163.3% |
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