+625.8%
NTAP vs EWJ
+144.4%
+481.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +6.5% |
| 7D | +7.4% | +0.3% | +7.1% | +7.2% |
| 30D | -1.4% | +0.8% | -2.2% | -2.1% |
| 3M | +24.6% | +7.5% | +17.1% | +15.8% |
| 6M | +105.9% | +15.6% | +90.3% | +77.2% |
| YTD | +88.5% | +22.7% | +65.8% | +52.1% |
| 1Y | +62.1% | +26.4% | +35.7% | +26.8% |
| 3Y | +169.1% | +72.5% | +96.5% | +50.1% |
| 5Y | +141.9% | +52.4% | +89.4% | +54.1% |
| All | +625.8% | +144.4% | +481.3% | +181.2% |
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