+50.4%
EWJ vs BTG
+78.0%
-27.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.3% | -3.8% | +4.0% | +0.8% |
| 30D | +0.8% | +3.6% | -2.8% | +0.1% |
| 3M | +7.5% | +32.0% | -24.5% | +2.6% |
| 6M | +15.6% | +3.4% | +12.2% | +13.5% |
| YTD | +22.7% | +20.8% | +1.9% | +17.5% |
| 1Y | +26.4% | +22.4% | +4.0% | +20.0% |
| 3Y | +72.5% | +91.7% | -19.2% | +50.4% |
| All | +50.4% | +78.0% | -27.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling