+1,003.0%
BE vs EWJ
+97.9%
+905.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +3.0% |
| 7D | +9.0% | +0.3% | +8.8% | +8.7% |
| 30D | +16.3% | +0.8% | +15.5% | +15.5% |
| 3M | +10.8% | +7.5% | +3.3% | +2.6% |
| 6M | +73.2% | +15.6% | +57.6% | +43.1% |
| YTD | +217.4% | +22.7% | +194.6% | +138.6% |
| 1Y | +309.8% | +26.4% | +283.4% | +197.3% |
| 3Y | +1,726.2% | +72.5% | +1,653.6% | +689.4% |
| 5Y | +1,306.2% | +52.4% | +1,253.7% | +670.4% |
| All | +1,003.0% | +97.9% | +905.1% | +265.7% |
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