+117.8%
EW vs EWJ
+144.4%
-26.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -4.3% |
| 7D | -6.2% | +0.3% | -6.4% | -6.4% |
| 30D | -9.3% | +0.8% | -10.1% | -10.0% |
| 3M | -1.6% | +7.5% | -9.1% | -7.3% |
| 6M | -0.8% | +15.6% | -16.4% | -11.8% |
| YTD | -1.0% | +22.7% | -23.8% | -16.4% |
| 1Y | +8.2% | +26.4% | -18.3% | -11.0% |
| 3Y | +12.7% | +72.5% | -59.8% | -30.4% |
| 5Y | -30.2% | +52.4% | -82.7% | -51.8% |
| All | +117.8% | +144.4% | -26.6% | -6.1% |
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