+11.9%
U vs EWJ
+70.3%
-58.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.5% |
| 7D | +4.4% | +1.0% | +3.4% | +3.3% |
| 30D | -1.3% | +1.0% | -2.3% | -2.5% |
| 3M | +49.6% | +7.2% | +42.3% | +37.8% |
| 6M | +100.2% | +13.9% | +86.3% | +71.1% |
| YTD | -3.7% | +20.8% | -24.5% | -24.9% |
| 1Y | -6.5% | +26.4% | -32.9% | -31.5% |
| All | +11.9% | +70.3% | -58.4% | -46.4% |
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