+513.6%
EWT vs EWJ
+144.4%
+369.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | -0.1% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | +4.5% | +0.8% | +3.7% | +3.7% |
| 3M | +8.3% | +7.5% | +0.8% | +2.2% |
| 6M | +54.2% | +15.6% | +38.6% | +37.7% |
| YTD | +74.6% | +22.7% | +51.8% | +48.1% |
| 1Y | +84.9% | +26.4% | +58.5% | +53.0% |
| 3Y | +197.5% | +72.5% | +125.0% | +88.4% |
| 5Y | +150.6% | +52.4% | +98.1% | +75.0% |
| All | +513.6% | +144.4% | +369.2% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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