+196.7%
EXC vs EWJ
+126.4%
+70.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +1.4% | +4.0% | -2.6% | -0.4% |
| 30D | +8.6% | -4.3% | +12.8% | +10.4% |
| 3M | +2.4% | -6.8% | +9.2% | +5.3% |
| 6M | +6.5% | -0.9% | +7.4% | +5.8% |
| YTD | +9.0% | +14.3% | -5.2% | 0.0% |
| 1Y | +4.6% | +15.3% | -10.7% | -4.6% |
| 3Y | +33.5% | +65.6% | -32.1% | -5.3% |
| 5Y | +41.4% | +47.5% | -6.1% | +7.9% |
| All | +196.7% | +126.4% | +70.3% | +53.4% |
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