+141.9%
EWJ vs BG
+166.7%
-24.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | +0.3% | +3.1% | -2.8% | -0.3% |
| 30D | +0.8% | +10.2% | -9.4% | -1.0% |
| 3M | +7.5% | -1.7% | +9.2% | +7.5% |
| 6M | +15.6% | +1.0% | +14.6% | +14.8% |
| YTD | +22.7% | +39.9% | -17.2% | +14.8% |
| 1Y | +26.4% | +53.2% | -26.8% | +16.0% |
| 3Y | +72.5% | +16.3% | +56.3% | +64.6% |
| 5Y | +52.4% | +83.9% | -31.4% | +30.3% |
| All | +141.9% | +166.7% | -24.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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