+361.3%
ALL vs EWJ
+140.6%
+220.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -2.2% | +1.0% | -3.2% | -2.7% |
| 30D | -5.6% | +1.0% | -6.6% | -6.1% |
| 3M | +17.2% | +7.2% | +10.0% | +12.2% |
| 6M | +23.2% | +13.9% | +9.4% | +13.4% |
| YTD | +23.6% | +20.8% | +2.8% | +9.1% |
| 1Y | +29.2% | +26.4% | +2.8% | +10.6% |
| 3Y | +153.8% | +71.8% | +82.1% | +73.1% |
| 5Y | +116.1% | +49.9% | +66.2% | +62.5% |
| All | +361.3% | +140.6% | +220.7% | +143.8% |
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 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