+154.7%
EWJ vs ETR
+2,629.7%
-2,475.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +2.9% | +1.4% | +1.5% | +2.5% |
| 30D | +1.1% | +1.9% | -0.8% | +0.5% |
| 3M | +7.1% | +1.0% | +6.1% | +6.6% |
| 6M | +16.2% | +4.8% | +11.3% | +14.1% |
| YTD | +22.0% | +19.5% | +2.4% | +15.3% |
| 1Y | +26.2% | +28.1% | -1.9% | +16.9% |
| 3Y | +73.5% | +151.1% | -77.7% | +30.4% |
| 5Y | +52.7% | +125.2% | -72.5% | +17.1% |
| 10Y | +138.5% | +291.1% | -152.7% | +50.1% |
| All | +154.7% | +2,629.7% | -2,475.0% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling