+209.8%
RF vs EWJ
+125.7%
+84.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | +0.2% |
| 7D | +0.4% | +3.6% | -3.3% | -3.2% |
| 30D | +5.6% | -6.0% | +11.6% | +11.7% |
| 3M | -8.9% | -6.5% | -2.4% | -3.3% |
| 6M | +7.1% | -0.1% | +7.2% | +4.8% |
| YTD | +8.3% | +13.9% | -5.6% | -9.2% |
| 1Y | +16.8% | +13.1% | +3.7% | -1.5% |
| 3Y | +115.0% | +65.0% | +50.0% | +12.4% |
| 5Y | +46.4% | +47.0% | -0.6% | -10.7% |
| All | +209.8% | +125.7% | +84.2% | +14.4% |
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