+8,398.6%
TPR vs EWJ
+145.7%
+8,253.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -5.0% | +19.2% | +18.6% |
| 30D | +17.1% | -10.2% | +27.3% | +27.6% |
| 3M | -17.7% | -7.2% | -10.5% | -13.3% |
| 6M | -10.2% | -3.2% | -7.0% | -9.3% |
| YTD | +4.9% | +9.9% | -5.0% | -5.5% |
| 1Y | +36.1% | +11.0% | +25.2% | +21.6% |
| 3Y | +416.5% | +57.3% | +359.1% | +236.7% |
| 5Y | +254.8% | +41.3% | +213.5% | +157.7% |
| 10Y | +391.7% | +117.5% | +274.3% | +166.5% |
| All | +8,398.6% | +145.7% | +8,253.0% | +3,374.0% |
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