+590.9%
JPM vs EWJ
+144.4%
+446.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | -2.5% | +0.8% | -3.2% | -3.2% |
| 3M | +14.1% | +7.5% | +6.6% | +6.7% |
| 6M | +25.1% | +15.6% | +9.5% | +9.2% |
| YTD | +12.1% | +22.7% | -10.6% | -7.7% |
| 1Y | +18.8% | +26.4% | -7.6% | -5.0% |
| 3Y | +163.4% | +72.5% | +90.9% | +52.5% |
| 5Y | +156.5% | +52.4% | +104.1% | +68.8% |
| All | +590.9% | +144.4% | +446.4% | +188.4% |
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