+144.8%
EWJ vs ET
+1,451.4%
-1,306.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.5% | +1.4% | -2.8% | -1.7% |
| 30D | +0.2% | +4.6% | -4.4% | -0.7% |
| 3M | +8.6% | +16.0% | -7.4% | +5.5% |
| 6M | +12.1% | +22.8% | -10.7% | +7.6% |
| YTD | +20.1% | +38.9% | -18.8% | +12.6% |
| 1Y | +25.2% | +34.1% | -8.9% | +18.1% |
| 3Y | +70.8% | +98.8% | -28.1% | +49.1% |
| 5Y | +49.2% | +246.8% | -197.7% | +16.6% |
| 10Y | +138.6% | +174.4% | -35.8% | +82.4% |
| All | +144.8% | +1,451.4% | -1,306.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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