+141.9%
EWJ vs SHAK
+87.2%
+54.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.8% |
| 7D | +0.3% | -8.3% | +8.6% | +1.4% |
| 30D | +0.8% | -12.6% | +13.4% | +2.5% |
| 3M | +7.5% | +9.1% | -1.6% | +5.9% |
| 6M | +15.6% | -31.2% | +46.8% | +19.7% |
| YTD | +22.7% | -21.6% | +44.3% | +24.6% |
| 1Y | +26.4% | -38.8% | +65.2% | +32.4% |
| 3Y | +72.5% | +0.6% | +71.9% | +64.3% |
| 5Y | +52.4% | -22.5% | +75.0% | +45.4% |
| All | +141.9% | +87.2% | +54.7% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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