+252.8%
SPOT vs EWJ
+95.5%
+157.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.1% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | +7.4% | +0.8% | +6.6% | +6.4% |
| 3M | +8.2% | +7.5% | +0.7% | +0.6% |
| 6M | +2.2% | +15.6% | -13.4% | -12.0% |
| YTD | -9.5% | +22.7% | -32.2% | -27.0% |
| 1Y | -23.8% | +26.4% | -50.3% | -40.7% |
| 3Y | +233.5% | +72.5% | +160.9% | +85.1% |
| 5Y | +112.2% | +52.4% | +59.8% | +31.3% |
| All | +252.8% | +95.5% | +157.3% | +75.0% |
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