+9.3%
W vs EWJ
+26.9%
-17.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | -1.3% |
| 7D | -0.9% | +0.3% | -1.1% | -1.2% |
| 30D | -4.2% | +0.8% | -5.0% | -5.1% |
| 3M | +26.9% | +7.5% | +19.4% | +16.9% |
| 6M | +31.2% | +15.6% | +15.6% | +11.6% |
| YTD | -1.8% | +22.7% | -24.6% | -24.8% |
| 1Y | +9.3% | +26.4% | -17.1% | -19.4% |
| All | +9.3% | +26.9% | -17.6% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling