+60.7%
EWJ vs COMP
-49.4%
+110.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | +2.9% | +4.1% | -1.2% | +2.5% |
| 30D | +1.1% | -14.5% | +15.6% | +2.3% |
| 3M | +7.1% | +41.8% | -34.7% | +3.9% |
| 6M | +16.2% | +23.6% | -7.4% | +13.2% |
| YTD | +22.0% | +1.7% | +20.3% | +20.3% |
| 1Y | +26.2% | +12.6% | +13.6% | +23.1% |
| 3Y | +73.5% | +221.9% | -148.4% | +51.4% |
| 5Y | +52.7% | -28.1% | +80.8% | +39.4% |
| All | +60.7% | -49.4% | +110.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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