+147.5%
GE vs EWJ
+144.4%
+3.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -2.3% |
| 7D | -4.0% | +0.3% | -4.3% | -4.3% |
| 30D | -11.4% | +0.8% | -12.2% | -12.2% |
| 3M | -2.6% | +7.5% | -10.1% | -9.9% |
| 6M | -0.3% | +15.6% | -15.9% | -14.1% |
| YTD | +5.4% | +22.7% | -17.4% | -14.8% |
| 1Y | +15.5% | +26.4% | -10.9% | -9.6% |
| 3Y | +260.8% | +72.5% | +188.2% | +97.8% |
| 5Y | +421.6% | +52.4% | +369.2% | +230.8% |
| All | +147.5% | +144.4% | +3.0% | +1.5% |
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