+94.6%
EWJ vs NTR
+97.9%
-3.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | +0.8% | +16.8% | -16.0% | -2.4% |
| 3M | +7.5% | +20.7% | -13.2% | +3.1% |
| 6M | +15.6% | +0.5% | +15.1% | +14.6% |
| YTD | +22.7% | +29.2% | -6.5% | +14.7% |
| 1Y | +26.4% | +39.6% | -13.2% | +15.7% |
| 3Y | +72.5% | +37.9% | +34.7% | +56.1% |
| 5Y | +52.4% | +47.1% | +5.4% | +27.4% |
| All | +94.6% | +97.9% | -3.3% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling