+375.1%
META vs EWJ
+137.9%
+237.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +6.0% | +2.9% | +3.2% | +3.2% |
| 30D | +3.6% | +1.1% | +2.5% | +2.5% |
| 3M | +4.9% | +7.1% | -2.2% | -2.8% |
| 6M | -4.7% | +16.2% | -20.9% | -18.8% |
| YTD | -6.9% | +22.0% | -28.9% | -25.1% |
| 1Y | -18.2% | +26.2% | -44.4% | -36.8% |
| 3Y | +107.8% | +73.5% | +34.3% | +12.2% |
| 5Y | +63.9% | +52.7% | +11.2% | +1.1% |
| 10Y | +375.1% | +138.5% | +236.6% | +90.6% |
| All | +375.1% | +137.9% | +237.1% | +90.6% |
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