+208.8%
C vs EWJ
+122.8%
+86.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.5% |
| 7D | -0.4% | -2.4% | +2.0% | +2.1% |
| 30D | -5.2% | -7.6% | +2.5% | +3.2% |
| 3M | -9.1% | -5.9% | -3.2% | -3.3% |
| 6M | -1.6% | -1.5% | -0.1% | -1.1% |
| YTD | +6.9% | +12.6% | -5.6% | -8.5% |
| 1Y | +23.0% | +12.7% | +10.3% | +5.0% |
| 3Y | +216.1% | +63.1% | +153.1% | +69.2% |
| 5Y | +112.2% | +48.2% | +64.0% | +28.0% |
| 10Y | +208.8% | +123.1% | +85.7% | +18.4% |
| All | +208.8% | +122.8% | +86.0% | +18.4% |
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