+484.0%
V vs EWJ
+126.4%
+357.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +0.9% | +4.0% | -3.0% | -1.9% |
| 30D | +9.0% | -4.3% | +13.2% | +12.1% |
| 3M | +16.7% | -6.8% | +23.5% | +22.0% |
| 6M | +33.4% | -0.9% | +34.3% | +32.0% |
| YTD | +22.4% | +14.3% | +8.1% | +6.8% |
| 1Y | +27.7% | +15.3% | +12.4% | +10.5% |
| 3Y | +78.0% | +65.6% | +12.4% | +7.8% |
| 5Y | +108.5% | +47.5% | +61.1% | +40.9% |
| All | +484.0% | +126.4% | +357.6% | +158.4% |
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