+62.5%
T vs EWJ
+126.4%
-63.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.5% | +4.0% | -1.4% | +1.0% |
| 30D | -3.8% | -4.3% | +0.5% | -2.3% |
| 3M | -8.7% | -6.8% | -1.9% | -6.6% |
| 6M | -8.1% | -0.9% | -7.2% | -8.8% |
| YTD | -6.4% | +14.3% | -20.7% | -13.7% |
| 1Y | -9.8% | +15.3% | -25.1% | -17.2% |
| 3Y | +65.5% | +65.6% | -0.1% | +21.2% |
| 5Y | +57.0% | +47.5% | +9.5% | +23.0% |
| All | +62.5% | +126.4% | -63.9% | -3.2% |
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