+63.2%
EWJ vs BTDR
+26.7%
+36.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.7% | -0.4% |
| 7D | +2.9% | +22.4% | -19.5% | +1.9% |
| 30D | +1.1% | +16.5% | -15.4% | +0.2% |
| 3M | +7.1% | -31.5% | +38.6% | +8.1% |
| 6M | +16.2% | +74.0% | -57.9% | +12.7% |
| YTD | +22.0% | +13.0% | +9.0% | +19.8% |
| 1Y | +26.2% | -0.2% | +26.4% | +23.8% |
| 3Y | +73.5% | +9.9% | +63.6% | +62.4% |
| 5Y | +52.7% | +28.1% | +24.6% | +40.9% |
| All | +63.2% | +26.7% | +36.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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