+118.9%
EOG vs EWJ
+144.4%
-25.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.7% |
| 7D | +1.5% | +0.3% | +1.2% | +1.2% |
| 30D | +2.9% | +0.8% | +2.2% | +2.1% |
| 3M | +8.7% | +7.5% | +1.2% | +1.5% |
| 6M | +12.9% | +15.6% | -2.7% | -2.4% |
| YTD | +43.8% | +22.7% | +21.1% | +16.6% |
| 1Y | +27.1% | +26.4% | +0.7% | -0.2% |
| 3Y | +25.9% | +72.5% | -46.6% | -30.7% |
| 5Y | +177.9% | +52.4% | +125.5% | +75.8% |
| All | +118.9% | +144.4% | -25.6% | -10.9% |
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