+604.5%
XYZ vs EWJ
+138.2%
+466.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | +0.6% |
| 7D | -3.7% | +1.0% | -4.7% | -5.1% |
| 30D | +0.5% | +1.0% | -0.5% | -0.9% |
| 3M | +16.3% | +7.2% | +9.0% | +3.6% |
| 6M | +21.1% | +13.9% | +7.3% | -2.3% |
| YTD | +22.0% | +20.8% | +1.2% | -11.3% |
| 1Y | +5.2% | +26.4% | -21.2% | -29.1% |
| 3Y | +49.6% | +71.8% | -22.2% | -40.9% |
| 5Y | -68.4% | +49.9% | -118.3% | -83.8% |
| 10Y | +604.5% | +140.0% | +464.5% | +101.6% |
| All | +604.5% | +138.2% | +466.3% | +101.6% |
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