+7,731.2%
ETN vs EWJ
+151.8%
+7,579.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | +3.0% | -1.5% | +4.5% | +4.0% |
| 30D | -10.9% | +0.2% | -11.1% | -11.0% |
| 3M | +9.2% | +8.6% | +0.6% | +4.3% |
| 6M | +13.9% | +12.1% | +1.8% | +6.8% |
| YTD | +29.5% | +20.1% | +9.4% | +16.6% |
| 1Y | +14.2% | +25.2% | -11.0% | +0.3% |
| 3Y | +79.9% | +70.8% | +9.1% | +31.8% |
| 5Y | +175.7% | +49.2% | +126.5% | +118.4% |
| 10Y | +693.2% | +138.6% | +554.6% | +393.6% |
| All | +7,731.2% | +151.8% | +7,579.4% | +3,926.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling