+629.3%
ON vs EWJ
+144.4%
+484.9%
-70.4%
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% | +5.0% |
| 7D | +2.4% | +0.3% | +2.1% | +2.1% |
| 30D | -8.6% | +0.8% | -9.4% | -9.6% |
| 3M | -34.3% | +7.5% | -41.8% | -40.4% |
| 6M | +28.5% | +15.6% | +12.9% | +4.9% |
| YTD | +40.6% | +22.7% | +17.9% | +3.6% |
| 1Y | +55.3% | +26.4% | +28.9% | +9.4% |
| 3Y | -22.2% | +72.5% | -94.7% | -68.0% |
| 5Y | +62.4% | +52.4% | +9.9% | -14.2% |
| All | +629.3% | +144.4% | +484.9% | +98.5% |
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