+214.8%
B vs EWJ
+126.4%
+88.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -7.3% | +4.0% | -11.3% | -9.2% |
| 30D | -3.3% | -4.3% | +0.9% | -1.1% |
| 3M | -7.8% | -6.8% | -0.9% | -4.2% |
| 6M | -15.5% | -0.9% | -14.7% | -14.7% |
| YTD | -12.3% | +14.3% | -26.5% | -16.8% |
| 1Y | +5.4% | +15.3% | -9.9% | -0.4% |
| 3Y | +165.5% | +65.6% | +99.9% | +115.0% |
| 5Y | +107.0% | +47.5% | +59.6% | +70.3% |
| All | +214.8% | +126.4% | +88.5% | +108.9% |
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