+140.0%
EWJ vs P
+694.3%
-554.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.4% |
| 7D | +1.0% | +5.0% | -4.0% | +0.3% |
| 30D | +1.0% | -0.9% | +1.9% | +0.8% |
| 3M | +7.2% | +38.7% | -31.4% | +1.5% |
| 6M | +13.9% | +54.4% | -40.5% | +5.4% |
| YTD | +20.8% | +44.8% | -24.1% | +12.3% |
| 1Y | +26.4% | +22.5% | +3.8% | +18.9% |
| 3Y | +71.8% | +148.2% | -76.5% | +39.1% |
| 5Y | +49.9% | +268.9% | -219.0% | +11.6% |
| 10Y | +140.0% | +696.9% | -556.9% | +57.3% |
| All | +140.0% | +694.3% | -554.3% | +57.3% |
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