-3.3%
LVS vs EWJ
+144.4%
-147.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -1.5% |
| 7D | -3.5% | +0.3% | -3.8% | -3.7% |
| 30D | -6.2% | +0.8% | -7.0% | -7.0% |
| 3M | -14.8% | +7.5% | -22.3% | -21.2% |
| 6M | -20.9% | +15.6% | -36.4% | -32.2% |
| YTD | -33.0% | +22.7% | -55.8% | -46.5% |
| 1Y | -20.0% | +26.4% | -46.4% | -38.3% |
| 3Y | -6.9% | +72.5% | -79.5% | -50.3% |
| 5Y | +9.1% | +52.4% | -43.4% | -32.2% |
| All | -3.3% | +144.4% | -147.7% | -58.4% |
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