+123.1%
EWJ vs P
+691.2%
-568.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.4% | -13.3% | +10.9% | -0.5% |
| 30D | -7.6% | -34.0% | +26.4% | -2.5% |
| 3M | -5.9% | +4.1% | -10.0% | -7.5% |
| 6M | -1.5% | +30.5% | -31.9% | -7.2% |
| YTD | +12.6% | +52.2% | -39.6% | +3.0% |
| 1Y | +12.7% | +10.3% | +2.4% | +6.9% |
| 3Y | +63.1% | +180.9% | -117.8% | +28.3% |
| 5Y | +48.2% | +259.7% | -211.5% | +9.7% |
| 10Y | +123.1% | +652.6% | -529.5% | +43.4% |
| All | +123.1% | +691.2% | -568.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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