+1,449.6%
NET vs EWJ
+101.3%
+1,348.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.4% |
| 7D | -7.0% | +2.5% | -9.5% | -9.5% |
| 30D | -4.8% | +3.3% | -8.1% | -8.0% |
| 3M | +3.8% | +5.0% | -1.1% | -2.1% |
| 6M | +50.0% | +11.5% | +38.5% | +29.9% |
| YTD | +41.5% | +22.4% | +19.1% | +9.1% |
| 1Y | +32.8% | +30.2% | +2.6% | -5.3% |
| 3Y | +335.9% | +72.8% | +263.1% | +111.1% |
| 5Y | +113.8% | +54.1% | +59.7% | +13.5% |
| All | +1,449.6% | +101.3% | +1,348.2% | +563.9% |
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