+26.4%
EWJ vs BTSG
+113.2%
-86.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | +0.3% | -3.3% | +3.6% | +0.7% |
| 30D | +0.8% | -1.6% | +2.4% | +0.9% |
| 3M | +7.5% | -6.9% | +14.4% | +7.9% |
| 6M | +15.6% | +42.1% | -26.5% | +8.2% |
| YTD | +22.7% | +56.8% | -34.1% | +13.3% |
| 1Y | +26.4% | +109.8% | -83.4% | +12.1% |
| All | +26.4% | +113.2% | -86.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling