+257.6%
ALAB vs EWJ
+39.0%
+218.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -3.2% |
| 7D | +16.3% | +4.0% | +12.4% | +9.2% |
| 30D | -26.1% | -4.3% | -21.9% | -18.4% |
| 3M | -31.3% | -6.8% | -24.5% | -20.0% |
| 6M | -1.0% | -0.9% | -0.1% | +8.3% |
| YTD | +33.3% | +14.3% | +19.1% | +17.0% |
| 1Y | +53.5% | +15.3% | +38.2% | +32.9% |
| All | +257.6% | +39.0% | +218.6% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling