+40.5%
W vs EWJ
+73.3%
-32.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +1.0% |
| 7D | +6.5% | +2.9% | +3.6% | +2.1% |
| 30D | -6.2% | +1.1% | -7.3% | -7.9% |
| 3M | +48.9% | +7.1% | +41.8% | +34.0% |
| 6M | +31.2% | +16.2% | +15.0% | +4.0% |
| YTD | -0.4% | +22.0% | -22.4% | -28.7% |
| 1Y | +14.8% | +26.2% | -11.4% | -22.4% |
| 3Y | +40.5% | +73.5% | -32.9% | -45.8% |
| All | +40.5% | +73.3% | -32.8% | -45.8% |
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