+154.7%
EWJ vs BTI
+3,768.2%
-3,613.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +2.9% | -1.4% | +4.3% | +3.2% |
| 30D | +1.1% | -7.0% | +8.1% | +2.6% |
| 3M | +7.1% | -6.3% | +13.4% | +8.2% |
| 6M | +16.2% | -2.0% | +18.2% | +16.0% |
| YTD | +22.0% | +0.2% | +21.8% | +21.1% |
| 1Y | +26.2% | +3.8% | +22.4% | +24.2% |
| 3Y | +73.5% | +112.1% | -38.6% | +44.2% |
| 5Y | +52.7% | +113.6% | -60.9% | +26.0% |
| 10Y | +138.5% | +69.6% | +68.9% | +101.2% |
| All | +154.7% | +3,768.2% | -3,613.5% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling