-62.3%
W vs EWJ
+50.3%
-112.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +1.9% |
| 7D | +5.9% | +1.0% | +4.9% | +4.0% |
| 30D | -3.0% | +1.0% | -4.0% | -5.0% |
| 3M | +40.3% | +7.2% | +33.1% | +23.4% |
| 6M | +32.2% | +13.9% | +18.3% | +3.5% |
| YTD | -0.3% | +20.8% | -21.1% | -32.0% |
| 1Y | +16.2% | +26.4% | -10.2% | -27.6% |
| 3Y | +40.7% | +71.8% | -31.0% | -52.8% |
| 5Y | -62.3% | +49.9% | -112.2% | -85.7% |
| All | -62.3% | +50.3% | -112.6% | -85.7% |
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