+50.7%
O vs EWJ
+144.4%
-93.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.2% |
| 7D | -2.9% | +0.3% | -3.1% | -3.0% |
| 30D | -4.5% | +0.8% | -5.3% | -5.0% |
| 3M | -2.6% | +7.5% | -10.1% | -6.8% |
| 6M | -5.6% | +15.6% | -21.2% | -13.7% |
| YTD | +9.3% | +22.7% | -13.5% | -3.8% |
| 1Y | +4.3% | +26.4% | -22.1% | -10.0% |
| 3Y | +27.4% | +72.5% | -45.1% | -12.6% |
| 5Y | +17.1% | +52.4% | -35.4% | -12.1% |
| All | +50.7% | +144.4% | -93.7% | -27.7% |
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