+363.5%
SE vs EWJ
+91.6%
+271.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.7% |
| 7D | -0.5% | +4.0% | -4.5% | -5.2% |
| 30D | -20.9% | -4.3% | -16.7% | -16.9% |
| 3M | -38.9% | -6.8% | -32.1% | -33.9% |
| 6M | -19.4% | -0.9% | -18.5% | -20.1% |
| YTD | -40.9% | +14.3% | -55.2% | -51.5% |
| 1Y | -46.2% | +15.3% | -61.5% | -56.5% |
| 3Y | +63.7% | +65.6% | -1.9% | -23.0% |
| 5Y | -77.9% | +47.5% | -125.4% | -87.4% |
| All | +363.5% | +91.6% | +271.9% | +78.9% |
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