+252.1%
INTC vs EWJ
+144.4%
+107.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | 0.0% |
| 7D | +7.5% | +0.3% | +7.2% | +7.1% |
| 30D | +2.0% | +0.8% | +1.2% | +1.2% |
| 3M | -12.0% | +7.5% | -19.5% | -17.8% |
| 6M | +114.5% | +15.6% | +99.0% | +87.1% |
| YTD | +179.0% | +22.7% | +156.2% | +126.8% |
| 1Y | +318.3% | +26.4% | +291.9% | +228.6% |
| 3Y | +171.2% | +72.5% | +98.7% | +52.2% |
| 5Y | +107.6% | +52.4% | +55.1% | +32.8% |
| All | +252.1% | +144.4% | +107.7% | +45.3% |
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