+995.4%
TER vs EWJ
+126.4%
+869.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.9% |
| 7D | +14.4% | +4.0% | +10.4% | +8.5% |
| 30D | -30.6% | -4.3% | -26.3% | -24.8% |
| 3M | -39.2% | -6.8% | -32.4% | -31.1% |
| 6M | -31.3% | -0.9% | -30.4% | -26.4% |
| YTD | +29.1% | +14.3% | +14.8% | +15.7% |
| 1Y | +47.4% | +15.3% | +32.1% | +30.9% |
| 3Y | +191.2% | +65.6% | +125.6% | +57.8% |
| 5Y | +74.0% | +47.5% | +26.5% | +12.4% |
| All | +995.4% | +126.4% | +869.0% | +341.4% |
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