+167.3%
EWJ vs BTG
+385.9%
-218.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.1% |
| 7D | +1.0% | +2.4% | -1.4% | +0.9% |
| 30D | +1.0% | +9.5% | -8.5% | +0.5% |
| 3M | +7.2% | +38.5% | -31.3% | +5.2% |
| 6M | +13.9% | +5.6% | +8.2% | +13.1% |
| YTD | +20.8% | +23.9% | -3.1% | +18.8% |
| 1Y | +26.4% | +32.1% | -5.8% | +23.7% |
| 3Y | +71.8% | +103.2% | -31.4% | +63.7% |
| 5Y | +49.9% | +79.7% | -29.9% | +42.9% |
| 10Y | +140.0% | +159.1% | -19.2% | +122.1% |
| All | +167.3% | +385.9% | -218.5% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling