+370.0%
ALL vs EWJ
+125.7%
+244.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | 0.0% | +3.6% | -3.6% | -1.7% |
| 30D | +12.8% | -6.0% | +18.8% | +15.8% |
| 3M | +4.7% | -6.5% | +11.1% | +7.5% |
| 6M | +24.9% | -0.1% | +25.0% | +22.9% |
| YTD | +30.0% | +13.9% | +16.1% | +17.5% |
| 1Y | +29.9% | +13.1% | +16.8% | +17.8% |
| 3Y | +117.5% | +65.0% | +52.5% | +49.8% |
| 5Y | +161.7% | +47.0% | +114.7% | +95.1% |
| All | +370.0% | +125.7% | +244.3% | +157.5% |
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