+141.9%
EWJ vs ITOT
+303.4%
-161.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.9% |
| 30D | +0.8% | -1.5% | +2.2% | +1.9% |
| 3M | +7.5% | +3.6% | +3.9% | +5.0% |
| 6M | +15.6% | +13.7% | +1.9% | +6.0% |
| YTD | +22.7% | +12.9% | +9.8% | +13.1% |
| 1Y | +26.4% | +17.2% | +9.2% | +13.6% |
| 3Y | +72.5% | +75.6% | -3.1% | +18.0% |
| 5Y | +52.4% | +75.5% | -23.0% | +3.4% |
| All | +141.9% | +303.4% | -161.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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