+138.6%
NOK vs EWJ
+144.4%
-5.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +2.9% |
| 7D | +11.0% | +0.3% | +10.7% | +10.7% |
| 30D | +7.8% | +0.8% | +7.1% | +7.2% |
| 3M | -21.0% | +7.5% | -28.5% | -25.2% |
| 6M | +40.9% | +15.6% | +25.3% | +26.2% |
| YTD | +72.0% | +22.7% | +49.3% | +45.6% |
| 1Y | +140.9% | +26.4% | +114.5% | +98.4% |
| 3Y | +194.3% | +72.5% | +121.7% | +79.5% |
| 5Y | +112.5% | +52.4% | +60.1% | +44.4% |
| All | +138.6% | +144.4% | -5.9% | +3.6% |
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