+1,851.9%
TER vs EWJ
+144.4%
+1,707.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | -0.6% |
| 7D | +6.4% | +0.3% | +6.1% | +5.9% |
| 30D | -5.7% | +0.8% | -6.5% | -6.6% |
| 3M | -0.4% | +7.5% | -7.9% | -8.2% |
| 6M | +25.8% | +15.6% | +10.2% | +7.6% |
| YTD | +96.4% | +22.7% | +73.7% | +55.6% |
| 1Y | +229.2% | +26.4% | +202.8% | +151.8% |
| 3Y | +288.1% | +72.5% | +215.6% | +94.1% |
| 5Y | +219.9% | +52.4% | +167.5% | +92.6% |
| All | +1,851.9% | +144.4% | +1,707.5% | +607.6% |
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