+365.6%
NDAQ vs EWJ
+139.2%
+226.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.0% |
| 7D | -6.8% | -1.5% | -5.3% | -5.9% |
| 30D | -3.2% | +0.2% | -3.3% | -3.3% |
| 3M | +6.5% | +8.6% | -2.1% | +0.3% |
| 6M | +5.7% | +12.1% | -6.4% | -3.1% |
| YTD | -4.6% | +20.1% | -24.7% | -17.2% |
| 1Y | -1.6% | +25.2% | -26.7% | -17.1% |
| 3Y | +86.4% | +70.8% | +15.7% | +21.9% |
| 5Y | +50.3% | +49.2% | +1.2% | +8.9% |
| All | +365.6% | +139.2% | +226.5% | +134.9% |
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