+52.5%
EWJ vs S
-51.5%
+104.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.1% |
| 7D | +3.6% | +4.1% | -0.4% | +3.2% |
| 30D | -6.0% | -7.2% | +1.2% | -5.5% |
| 3M | -6.5% | 0.0% | -6.4% | -6.9% |
| 6M | -0.1% | +41.6% | -41.7% | -4.2% |
| YTD | +13.9% | +48.6% | -34.7% | +8.2% |
| 1Y | +13.1% | +30.0% | -16.9% | +8.7% |
| 3Y | +65.0% | +42.2% | +22.9% | +54.6% |
| 5Y | +47.0% | -70.8% | +117.8% | +47.0% |
| All | +52.5% | -51.5% | +104.1% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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