+273.0%
EMR vs EWJ
+144.4%
+128.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +0.5% |
| 7D | -0.4% | +0.3% | -0.7% | -0.7% |
| 30D | -6.8% | +0.8% | -7.6% | -7.5% |
| 3M | +7.5% | +7.5% | 0.0% | 0.0% |
| 6M | +9.9% | +15.6% | -5.7% | -4.5% |
| YTD | +16.0% | +22.7% | -6.8% | -5.0% |
| 1Y | +12.4% | +26.4% | -14.0% | -10.5% |
| 3Y | +60.2% | +72.5% | -12.3% | -8.2% |
| 5Y | +67.9% | +52.4% | +15.4% | +9.7% |
| All | +273.0% | +144.4% | +128.6% | +55.8% |
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