+140.2%
NI vs EWJ
+144.4%
-4.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.0% |
| 7D | 0.0% | +0.3% | -0.2% | -0.1% |
| 30D | -1.4% | +0.8% | -2.2% | -1.8% |
| 3M | -10.6% | +7.5% | -18.1% | -13.9% |
| 6M | -9.3% | +15.6% | -24.9% | -16.1% |
| YTD | +1.1% | +22.7% | -21.6% | -9.4% |
| 1Y | +3.4% | +26.4% | -23.0% | -8.9% |
| 3Y | +67.9% | +72.5% | -4.7% | +22.5% |
| 5Y | +98.0% | +52.4% | +45.5% | +54.1% |
| All | +140.2% | +144.4% | -4.3% | +26.2% |
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