+141.9%
EWJ vs NYT
+489.9%
-348.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +0.8% | +4.6% | -3.8% | 0.0% |
| 3M | +7.5% | -9.6% | +17.1% | +8.8% |
| 6M | +15.6% | -14.0% | +29.6% | +17.8% |
| YTD | +22.7% | -2.8% | +25.6% | +22.2% |
| 1Y | +26.4% | +15.6% | +10.8% | +21.9% |
| 3Y | +72.5% | +56.3% | +16.2% | +56.0% |
| 5Y | +52.4% | +39.5% | +12.9% | +37.6% |
| All | +141.9% | +489.9% | -348.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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