+302.3%
NEM vs EWJ
+144.4%
+157.9%
-62.4%
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% | -0.7% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | +7.8% | +0.8% | +7.0% | +7.4% |
| 3M | +30.2% | +7.5% | +22.7% | +25.4% |
| 6M | +9.6% | +15.6% | -6.0% | +2.2% |
| YTD | +27.8% | +22.7% | +5.1% | +16.3% |
| 1Y | +60.7% | +26.4% | +34.3% | +44.3% |
| 3Y | +245.3% | +72.5% | +172.8% | +166.8% |
| 5Y | +155.3% | +52.4% | +102.9% | +102.9% |
| All | +302.3% | +144.4% | +157.9% | +136.3% |
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