+255.1%
TPR vs EWJ
+42.2%
+212.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -5.0% | +19.2% | +18.7% |
| 30D | +17.1% | -10.2% | +27.3% | +28.1% |
| 3M | -17.7% | -7.2% | -10.5% | -13.3% |
| 6M | -10.2% | -3.2% | -7.0% | -9.9% |
| YTD | +4.9% | +9.9% | -5.0% | -7.9% |
| 1Y | +36.1% | +11.0% | +25.2% | +18.2% |
| 3Y | +416.5% | +57.3% | +359.1% | +194.5% |
| All | +255.1% | +42.2% | +212.9% | +141.1% |
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 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