+383.3%
TPR vs EWJ
+122.8%
+260.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +1.0% |
| 7D | +12.1% | -2.4% | +14.4% | +14.1% |
| 30D | +16.7% | -7.6% | +24.3% | +26.8% |
| 3M | -17.4% | -5.9% | -11.5% | -13.0% |
| 6M | +2.3% | -1.5% | +3.7% | +0.5% |
| YTD | +7.1% | +12.6% | -5.4% | -11.7% |
| 1Y | +29.5% | +12.7% | +16.8% | +6.5% |
| 3Y | +415.0% | +63.1% | +352.0% | +147.3% |
| 5Y | +261.5% | +48.2% | +213.3% | +101.5% |
| 10Y | +383.3% | +123.1% | +260.2% | +64.3% |
| All | +383.3% | +122.8% | +260.5% | +64.3% |
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