+200.1%
EXC vs EWJ
+127.4%
+72.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.7% |
| 7D | -1.4% | -1.9% | +0.5% | -0.7% |
| 30D | +8.3% | -5.3% | +13.6% | +10.7% |
| 3M | +2.6% | -4.3% | +6.9% | +4.3% |
| 6M | +5.2% | +0.4% | +4.8% | +3.9% |
| YTD | +7.5% | +14.7% | -7.2% | -1.5% |
| 1Y | +3.2% | +14.7% | -11.6% | -5.6% |
| 3Y | +29.5% | +66.2% | -36.6% | -8.2% |
| 5Y | +39.7% | +50.2% | -10.5% | +5.2% |
| 10Y | +200.1% | +127.1% | +73.0% | +55.1% |
| All | +200.1% | +127.4% | +72.7% | +55.1% |
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