+96.0%
U vs EWJ
+17.9%
+78.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.8% | +2.5% | -6.3% | -5.2% |
| 30D | +17.5% | +3.3% | +14.2% | +15.1% |
| 3M | +38.7% | +5.0% | +33.8% | +33.9% |
| All | +96.0% | +17.9% | +78.1% | +80.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling