+308.5%
CSCO vs EWJ
+126.4%
+182.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.5% |
| 7D | +1.9% | +4.0% | -2.1% | -0.9% |
| 30D | -15.8% | -4.3% | -11.6% | -13.0% |
| 3M | -15.4% | -6.8% | -8.6% | -10.9% |
| 6M | -5.4% | -0.9% | -4.5% | -5.0% |
| YTD | +26.5% | +14.3% | +12.2% | +13.4% |
| 1Y | +25.9% | +15.3% | +10.6% | +12.1% |
| 3Y | +97.5% | +65.6% | +31.9% | +28.6% |
| 5Y | +93.0% | +47.5% | +45.6% | +38.0% |
| All | +308.5% | +126.4% | +182.1% | +121.9% |
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