+61.4%
EWJ vs PL
+81.7%
-20.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | +2.9% | -7.5% | +10.4% | +3.4% |
| 30D | +1.1% | -25.6% | +26.7% | +3.3% |
| 3M | +7.1% | -45.6% | +52.7% | +11.6% |
| 6M | +16.2% | -29.5% | +45.7% | +17.3% |
| YTD | +22.0% | -9.7% | +31.7% | +20.3% |
| 1Y | +26.2% | +84.4% | -58.2% | +16.6% |
| 3Y | +73.5% | +550.0% | -476.5% | +36.6% |
| 5Y | +52.7% | +79.0% | -26.3% | +25.6% |
| All | +61.4% | +81.7% | -20.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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