-27.0%
ETHA vs EWJ
+50.1%
-77.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +0.7% |
| 7D | +3.5% | +0.3% | +3.2% | +3.1% |
| 30D | +35.3% | +0.8% | +34.5% | +33.9% |
| 3M | +50.9% | +7.5% | +43.4% | +38.0% |
| 6M | +22.1% | +15.6% | +6.5% | +2.7% |
| YTD | -14.6% | +22.7% | -37.3% | -32.9% |
| 1Y | -42.8% | +26.4% | -69.2% | -56.3% |
| All | -27.0% | +50.1% | -77.1% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling