+3,847.4%
ANET vs EWJ
+144.4%
+3,703.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +3.2% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | -5.2% | +0.8% | -6.0% | -5.9% |
| 3M | +27.6% | +7.5% | +20.1% | +18.7% |
| 6M | +44.4% | +15.6% | +28.8% | +23.6% |
| YTD | +52.3% | +22.7% | +29.6% | +21.8% |
| 1Y | +30.4% | +26.4% | +4.0% | +0.9% |
| 3Y | +313.3% | +72.5% | +240.7% | +126.8% |
| 5Y | +810.0% | +52.4% | +757.6% | +471.9% |
| All | +3,847.4% | +144.4% | +3,703.0% | +1,363.3% |
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