+606.1%
COST vs EWJ
+144.4%
+461.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.7% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -4.7% | +0.8% | -5.5% | -5.1% |
| 3M | -7.1% | +7.5% | -14.6% | -10.5% |
| 6M | -8.5% | +15.6% | -24.1% | -15.4% |
| YTD | +5.4% | +22.7% | -17.4% | -5.8% |
| 1Y | -5.6% | +26.4% | -32.0% | -17.1% |
| 3Y | +68.5% | +72.5% | -4.0% | +22.9% |
| 5Y | +105.2% | +52.4% | +52.8% | +58.3% |
| All | +606.1% | +144.4% | +461.6% | +330.3% |
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