+47.1%
EQT vs EWJ
+144.4%
-97.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -3.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.2% |
| 30D | 0.0% | +0.8% | -0.8% | -0.6% |
| 3M | +5.9% | +7.5% | -1.6% | +0.5% |
| 6M | -14.8% | +15.6% | -30.4% | -23.6% |
| YTD | +1.8% | +22.7% | -21.0% | -13.0% |
| 1Y | +7.4% | +26.4% | -19.1% | -10.2% |
| 3Y | +33.6% | +72.5% | -38.9% | -12.4% |
| 5Y | +199.3% | +52.4% | +146.9% | +110.9% |
| All | +47.1% | +144.4% | -97.3% | -28.3% |
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