+213.6%
RF vs EWJ
+126.4%
+87.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.9% |
| 7D | +1.9% | +4.0% | -2.0% | -1.9% |
| 30D | +7.3% | -4.3% | +11.6% | +11.6% |
| 3M | -7.9% | -6.8% | -1.1% | -1.9% |
| 6M | +10.5% | -0.9% | +11.4% | +9.2% |
| YTD | +9.6% | +14.3% | -4.6% | -8.4% |
| 1Y | +20.3% | +15.3% | +5.0% | -0.6% |
| 3Y | +119.5% | +65.6% | +53.9% | +14.3% |
| 5Y | +48.2% | +47.5% | +0.7% | -9.9% |
| All | +213.6% | +126.4% | +87.2% | +15.4% |
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