+125.9%
EWJ vs AR
+57.4%
+68.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.0% | +7.4% | -3.4% | +3.5% |
| 30D | -4.3% | +5.8% | -10.0% | -4.7% |
| 3M | -6.8% | +5.2% | -12.0% | -7.2% |
| 6M | -0.9% | +5.4% | -6.3% | -1.5% |
| YTD | +14.3% | +12.4% | +1.8% | +12.7% |
| 1Y | +15.3% | +12.8% | +2.5% | +13.6% |
| 3Y | +65.6% | +47.2% | +18.4% | +58.9% |
| 5Y | +47.5% | +101.1% | -53.7% | +37.2% |
| All | +125.9% | +57.4% | +68.6% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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