+141.9%
EWJ vs AU
+699.0%
-557.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | +0.3% | -4.3% | +4.5% | +0.6% |
| 30D | +0.8% | +7.3% | -6.5% | +0.2% |
| 3M | +7.5% | +26.3% | -18.8% | +5.4% |
| 6M | +15.6% | +1.8% | +13.8% | +14.7% |
| YTD | +22.7% | +26.8% | -4.1% | +20.0% |
| 1Y | +26.4% | +66.7% | -40.3% | +21.3% |
| 3Y | +72.5% | +579.1% | -506.5% | +51.5% |
| 5Y | +52.4% | +689.3% | -636.9% | +31.9% |
| All | +141.9% | +699.0% | -557.1% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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