+53.0%
EWJ vs S
-51.7%
+104.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.0% | +2.0% | +2.0% | +3.8% |
| 30D | -4.3% | -2.7% | -1.5% | -4.1% |
| 3M | -6.8% | -6.9% | +0.1% | -6.6% |
| 6M | -0.9% | +38.1% | -39.0% | -4.7% |
| YTD | +14.3% | +48.0% | -33.7% | +8.6% |
| 1Y | +15.3% | +34.5% | -19.2% | +10.5% |
| 3Y | +65.6% | +38.3% | +27.3% | +55.5% |
| 5Y | +47.5% | -70.9% | +118.4% | +47.5% |
| All | +53.0% | -51.7% | +104.7% | +51.1% |
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