+306.7%
TPR vs EWJ
+138.2%
+168.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.1% |
| 7D | -7.3% | +1.0% | -8.3% | -8.4% |
| 30D | -30.7% | +1.0% | -31.7% | -31.9% |
| 3M | -21.6% | +7.2% | -28.8% | -29.2% |
| 6M | -21.3% | +13.9% | -35.2% | -34.2% |
| YTD | -10.2% | +20.8% | -31.0% | -30.8% |
| 1Y | +9.5% | +26.4% | -16.9% | -20.7% |
| 3Y | +280.8% | +71.8% | +209.0% | +74.9% |
| 5Y | +218.7% | +49.9% | +168.8% | +81.7% |
| 10Y | +306.7% | +140.0% | +166.7% | +26.5% |
| All | +306.7% | +138.2% | +168.4% | +26.5% |
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