+371.6%
ALL vs EWJ
+126.4%
+245.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | +5.0% | +4.0% | +1.1% | +3.1% |
| 30D | +13.3% | -4.3% | +17.6% | +15.4% |
| 3M | +3.2% | -6.8% | +10.0% | +6.2% |
| 6M | +25.3% | -0.9% | +26.2% | +23.9% |
| YTD | +30.5% | +14.3% | +16.2% | +17.7% |
| 1Y | +29.2% | +15.3% | +13.9% | +15.9% |
| 3Y | +119.1% | +65.6% | +53.5% | +50.6% |
| 5Y | +162.6% | +47.5% | +115.2% | +95.5% |
| All | +371.6% | +126.4% | +245.3% | +158.1% |
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