+18.2%
EWJ vs NTR
+36.7%
-18.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +1.5% |
| 7D | -1.2% | +4.3% | -5.5% | -1.1% |
| 30D | -5.5% | +2.6% | -8.1% | -5.4% |
| 3M | -0.8% | +8.5% | -9.3% | -0.5% |
| 6M | +7.1% | -3.3% | +10.4% | +7.2% |
| YTD | +16.9% | +19.6% | -2.7% | +14.4% |
| 1Y | +18.2% | +37.6% | -19.4% | +11.1% |
| All | +18.2% | +36.7% | -18.5% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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