+523.3%
ON vs EWJ
+126.4%
+397.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -4.1% |
| 7D | +12.2% | +4.0% | +8.3% | +5.7% |
| 30D | -3.1% | -4.3% | +1.1% | +4.7% |
| 3M | -12.9% | -6.8% | -6.1% | -1.2% |
| 6M | -38.6% | -0.9% | -37.7% | -35.3% |
| YTD | +31.2% | +14.3% | +17.0% | +9.3% |
| 1Y | +47.6% | +15.3% | +32.3% | +20.9% |
| 3Y | +6.6% | +65.6% | -59.0% | -53.0% |
| 5Y | +21.3% | +47.5% | -26.2% | -32.3% |
| All | +523.3% | +126.4% | +397.0% | +78.1% |
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