+985.8%
ASX vs EWJ
+126.4%
+859.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.4% |
| 7D | +12.4% | +4.0% | +8.4% | +7.3% |
| 30D | -19.8% | -4.3% | -15.5% | -13.7% |
| 3M | -10.3% | -6.8% | -3.5% | 0.0% |
| 6M | +1.2% | -0.9% | +2.1% | +7.1% |
| YTD | +123.0% | +14.3% | +108.8% | +99.6% |
| 1Y | +145.4% | +15.3% | +130.1% | +117.2% |
| 3Y | +368.6% | +65.6% | +303.0% | +172.0% |
| 5Y | +486.0% | +47.5% | +438.6% | +290.6% |
| All | +985.8% | +126.4% | +859.4% | +377.7% |
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