-68.9%
U vs EWJ
+47.6%
-116.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.2% |
| 7D | 0.0% | -1.5% | +1.5% | +2.3% |
| 30D | -4.1% | +0.2% | -4.3% | -4.7% |
| 3M | +57.8% | +8.6% | +49.2% | +36.4% |
| 6M | +103.5% | +12.1% | +91.4% | +64.4% |
| YTD | -4.8% | +20.1% | -24.8% | -33.5% |
| 1Y | -2.4% | +25.2% | -27.6% | -37.3% |
| 3Y | +11.7% | +70.8% | -59.1% | -63.6% |
| 5Y | -68.9% | +49.2% | -118.0% | -87.1% |
| All | -68.9% | +47.6% | -116.4% | -87.1% |
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