+336.7%
RF vs EWJ
+137.9%
+198.8%
-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% | -0.8% | -0.8% |
| 7D | +2.7% | +2.9% | -0.2% | -0.2% |
| 30D | -3.4% | +1.1% | -4.5% | -4.5% |
| 3M | +6.4% | +7.1% | -0.8% | -2.0% |
| 6M | +13.4% | +16.2% | -2.8% | -4.9% |
| YTD | +14.2% | +22.0% | -7.7% | -9.9% |
| 1Y | +15.7% | +26.2% | -10.5% | -12.4% |
| 3Y | +91.3% | +73.5% | +17.9% | -3.4% |
| 5Y | +89.8% | +52.7% | +37.1% | +13.5% |
| 10Y | +336.7% | +138.5% | +198.2% | +54.0% |
| All | +336.7% | +137.9% | +198.8% | +54.0% |
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