+50.0%
EWJ vs ETR
+126.1%
-76.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +1.0% | +2.0% | -1.1% | +0.6% |
| 3M | +7.2% | -1.7% | +8.9% | +7.5% |
| 6M | +13.9% | +3.6% | +10.3% | +12.6% |
| YTD | +20.8% | +18.0% | +2.7% | +16.2% |
| 1Y | +26.4% | +26.2% | +0.1% | +20.0% |
| 3Y | +71.8% | +148.0% | -76.2% | +40.8% |
| All | +50.0% | +126.1% | -76.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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