+84.1%
EWZ vs EWJ
+137.9%
-53.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.3% |
| 7D | +5.6% | +2.9% | +2.7% | +2.7% |
| 30D | +9.3% | +1.1% | +8.2% | +8.0% |
| 3M | +15.7% | +7.1% | +8.6% | +7.3% |
| 6M | +7.4% | +16.2% | -8.8% | -8.4% |
| YTD | +22.7% | +22.0% | +0.7% | -0.8% |
| 1Y | +36.4% | +26.2% | +10.2% | +6.2% |
| 3Y | +50.4% | +73.5% | -23.1% | -20.0% |
| 5Y | +67.6% | +52.7% | +14.9% | +4.7% |
| 10Y | +84.1% | +138.5% | -54.4% | -41.5% |
| All | +84.1% | +137.9% | -53.9% | -41.5% |
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