-12.1%
DOW vs EWJ
+112.6%
-124.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -4.0% |
| 7D | -1.4% | +0.3% | -1.7% | -1.7% |
| 30D | -3.9% | +0.8% | -4.7% | -4.9% |
| 3M | -12.7% | +7.5% | -20.2% | -19.7% |
| 6M | -13.7% | +15.6% | -29.3% | -27.9% |
| YTD | +28.4% | +22.7% | +5.7% | +0.1% |
| 1Y | +21.8% | +26.4% | -4.7% | -8.2% |
| 3Y | -35.7% | +72.5% | -108.2% | -67.2% |
| 5Y | -36.8% | +52.4% | -89.3% | -61.7% |
| All | -12.1% | +112.6% | -124.6% | -69.2% |
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