-35.7%
U vs EWJ
+88.6%
-124.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +1.4% |
| 7D | +5.5% | +0.3% | +5.2% | +5.1% |
| 30D | -1.3% | +0.8% | -2.1% | -2.6% |
| 3M | +64.6% | +7.5% | +57.1% | +46.8% |
| 6M | +119.4% | +15.6% | +103.8% | +73.3% |
| YTD | -0.5% | +22.7% | -23.2% | -29.9% |
| 1Y | +1.3% | +26.4% | -25.1% | -32.4% |
| 3Y | +15.6% | +72.5% | -56.9% | -55.6% |
| 5Y | -67.5% | +52.4% | -119.9% | -87.0% |
| All | -35.7% | +88.6% | -124.3% | -76.9% |
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