+780.7%
GOOG vs EWJ
+144.4%
+636.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | -0.4% |
| 7D | 0.0% | +0.3% | -0.2% | -0.2% |
| 30D | -2.0% | +0.8% | -2.7% | -2.7% |
| 3M | -5.9% | +7.5% | -13.4% | -12.2% |
| 6M | +8.9% | +15.6% | -6.7% | -4.8% |
| YTD | +7.1% | +22.7% | -15.6% | -12.0% |
| 1Y | +39.7% | +26.4% | +13.3% | +11.5% |
| 3Y | +145.8% | +72.5% | +73.3% | +42.1% |
| 5Y | +138.6% | +52.4% | +86.2% | +55.4% |
| All | +780.7% | +144.4% | +636.2% | +280.6% |
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