+553.4%
SE vs EWJ
+105.8%
+447.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -4.0% |
| 7D | -5.2% | +0.3% | -5.5% | -5.6% |
| 30D | -17.1% | +0.8% | -17.9% | -18.0% |
| 3M | +24.0% | +7.5% | +16.5% | +12.0% |
| 6M | +21.0% | +15.6% | +5.4% | -0.5% |
| YTD | -16.7% | +22.7% | -39.5% | -37.0% |
| 1Y | -45.9% | +26.4% | -72.4% | -60.9% |
| 3Y | +177.8% | +72.5% | +105.3% | +26.2% |
| 5Y | -67.4% | +52.4% | -119.8% | -82.1% |
| All | +553.4% | +105.8% | +447.6% | +132.6% |
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