+444.1%
META vs EWJ
+123.1%
+320.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +1.1% |
| 7D | +3.3% | -2.4% | +5.7% | +5.6% |
| 30D | -10.8% | -7.6% | -3.1% | -3.8% |
| 3M | +7.9% | -5.9% | +13.8% | +14.0% |
| 6M | +5.4% | -1.5% | +6.8% | +5.3% |
| YTD | -2.6% | +12.6% | -15.1% | -15.8% |
| 1Y | +1.9% | +12.7% | -10.8% | -12.2% |
| 3Y | +97.0% | +63.1% | +33.9% | +11.7% |
| 5Y | +97.6% | +48.2% | +49.4% | +24.8% |
| All | +444.1% | +123.1% | +320.9% | +124.9% |
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