+887.2%
ASX vs EWJ
+122.8%
+764.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +4.8% |
| 7D | -9.1% | -2.4% | -6.8% | -5.1% |
| 30D | -23.6% | -7.6% | -16.0% | -14.1% |
| 3M | -5.6% | -5.9% | +0.3% | +4.0% |
| 6M | +4.7% | -1.5% | +6.1% | +11.6% |
| YTD | +122.6% | +12.6% | +110.0% | +102.8% |
| 1Y | +133.0% | +12.7% | +120.3% | +111.9% |
| 3Y | +367.1% | +63.1% | +304.1% | +176.2% |
| 5Y | +504.7% | +48.2% | +456.5% | +301.2% |
| 10Y | +887.2% | +123.1% | +764.1% | +339.0% |
| All | +887.2% | +122.8% | +764.4% | +339.0% |
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