+84.1%
F vs EWJ
+138.2%
-54.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.0% |
| 7D | -4.9% | +1.0% | -5.9% | -5.8% |
| 30D | -2.9% | +1.0% | -3.9% | -3.9% |
| 3M | -9.1% | +7.2% | -16.3% | -15.9% |
| 6M | +12.9% | +13.9% | -0.9% | -2.0% |
| YTD | +6.1% | +20.8% | -14.7% | -13.7% |
| 1Y | +22.5% | +26.4% | -3.9% | -5.1% |
| 3Y | +32.1% | +71.8% | -39.7% | -29.6% |
| 5Y | +43.7% | +49.9% | -6.1% | -9.8% |
| 10Y | +84.1% | +140.0% | -55.8% | -28.0% |
| All | +84.1% | +138.2% | -54.1% | -28.0% |
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