+50.4%
EWJ vs BTI
+118.0%
-67.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +0.8% | -1.1% | +1.9% | +0.9% |
| 3M | +7.5% | -8.8% | +16.3% | +9.0% |
| 6M | +15.6% | -4.0% | +19.5% | +15.6% |
| YTD | +22.7% | +0.4% | +22.4% | +21.6% |
| 1Y | +26.4% | +1.9% | +24.5% | +24.8% |
| 3Y | +72.5% | +108.5% | -36.0% | +42.5% |
| All | +50.4% | +118.0% | -67.6% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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