+141.9%
EWJ vs BR
+189.7%
-47.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.3% | -3.0% | +3.3% | +1.1% |
| 30D | +0.8% | -0.3% | +1.1% | +0.8% |
| 3M | +7.5% | +17.3% | -9.8% | +2.0% |
| 6M | +15.6% | -6.7% | +22.3% | +17.2% |
| YTD | +22.7% | -23.4% | +46.2% | +32.0% |
| 1Y | +26.4% | -32.7% | +59.1% | +41.8% |
| 3Y | +72.5% | -5.9% | +78.4% | +71.2% |
| 5Y | +52.4% | +8.4% | +44.0% | +41.4% |
| All | +141.9% | +189.7% | -47.8% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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