+755.6%
GOOGL vs EWJ
+144.4%
+611.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | -0.1% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -1.4% | +0.8% | -2.2% | -2.1% |
| 3M | -5.3% | +7.5% | -12.8% | -11.7% |
| 6M | +9.8% | +15.6% | -5.8% | -4.1% |
| YTD | +8.4% | +22.7% | -14.4% | -11.1% |
| 1Y | +41.2% | +26.4% | +14.8% | +12.6% |
| 3Y | +149.6% | +72.5% | +77.0% | +43.8% |
| 5Y | +142.6% | +52.4% | +90.1% | +57.7% |
| All | +755.6% | +144.4% | +611.1% | +268.2% |
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