+790.9%
NOW vs EWJ
+138.2%
+652.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.5% |
| 7D | -4.1% | +1.0% | -5.1% | -4.8% |
| 30D | +2.9% | +1.0% | +1.9% | +1.9% |
| 3M | +22.6% | +7.2% | +15.3% | +13.6% |
| 6M | +7.5% | +13.9% | -6.4% | -6.6% |
| YTD | -14.4% | +20.8% | -35.2% | -30.9% |
| 1Y | -29.8% | +26.4% | -56.2% | -46.2% |
| 3Y | +9.2% | +71.8% | -62.5% | -41.1% |
| 5Y | +0.8% | +49.9% | -49.0% | -37.1% |
| 10Y | +790.9% | +140.0% | +651.0% | +218.8% |
| All | +790.9% | +138.2% | +652.7% | +218.8% |
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