+17.5%
LUV vs EWJ
+144.4%
-127.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | -0.7% |
| 7D | -1.0% | +0.3% | -1.2% | -1.2% |
| 30D | -12.4% | +0.8% | -13.1% | -13.0% |
| 3M | -11.0% | +7.5% | -18.5% | -17.4% |
| 6M | -5.0% | +15.6% | -20.6% | -17.6% |
| YTD | -3.8% | +22.7% | -26.5% | -21.5% |
| 1Y | +25.9% | +26.4% | -0.5% | -0.3% |
| 3Y | +42.2% | +72.5% | -30.3% | -18.5% |
| 5Y | -10.8% | +52.4% | -63.2% | -42.0% |
| All | +17.5% | +144.4% | -127.0% | -52.4% |
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