+992.0%
ASX vs EWJ
+138.2%
+853.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.7% |
| 7D | +11.1% | +1.0% | +10.1% | +9.7% |
| 30D | +9.6% | +1.0% | +8.6% | +8.4% |
| 3M | +18.6% | +7.2% | +11.4% | +11.0% |
| 6M | +92.1% | +13.9% | +78.2% | +68.9% |
| YTD | +158.5% | +20.8% | +137.7% | +111.7% |
| 1Y | +271.9% | +26.4% | +245.5% | +188.8% |
| 3Y | +465.2% | +71.8% | +393.5% | +207.5% |
| 5Y | +479.4% | +49.9% | +429.6% | +269.9% |
| 10Y | +992.0% | +140.0% | +852.0% | +336.7% |
| All | +992.0% | +138.2% | +853.7% | +336.7% |
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