+506.3%
NOW vs EWJ
+122.8%
+383.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.1% |
| 7D | -8.7% | -2.4% | -6.4% | -6.9% |
| 30D | -29.3% | -7.6% | -21.7% | -24.5% |
| 3M | -21.8% | -5.9% | -15.9% | -18.1% |
| 6M | +9.2% | -1.5% | +10.7% | +8.4% |
| YTD | -35.0% | +12.6% | -47.5% | -44.5% |
| 1Y | -42.5% | +12.7% | -55.2% | -51.1% |
| 3Y | -21.5% | +63.1% | -84.6% | -56.1% |
| 5Y | -25.8% | +48.2% | -74.0% | -53.8% |
| 10Y | +506.3% | +123.1% | +383.2% | +130.9% |
| All | +506.3% | +122.8% | +383.5% | +130.9% |
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