+164.3%
EWJV vs SPY
+208.6%
-44.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +2.2% |
| 7D | +1.6% | -0.8% | +2.4% | +2.1% |
| 30D | +4.4% | -1.1% | +5.5% | +5.1% |
| 3M | +12.1% | +3.9% | +8.2% | +9.6% |
| 6M | +18.7% | +13.6% | +5.1% | +10.4% |
| YTD | +27.5% | +12.7% | +14.9% | +19.2% |
| 1Y | +33.9% | +17.5% | +16.4% | +22.2% |
| 3Y | +95.2% | +76.9% | +18.3% | +42.3% |
| 5Y | +105.5% | +83.6% | +21.9% | +45.5% |
| All | +164.3% | +208.6% | -44.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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