+72.5%
EWJ vs NTRS
+168.2%
-95.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +0.8% | -0.7% | +1.4% | +1.0% |
| 3M | +7.5% | +11.3% | -3.8% | +4.2% |
| 6M | +15.6% | +35.5% | -19.9% | +5.5% |
| YTD | +22.7% | +40.6% | -17.9% | +10.7% |
| 1Y | +26.4% | +49.2% | -22.8% | +11.9% |
| 3Y | +72.5% | +167.2% | -94.7% | +27.3% |
| All | +72.5% | +168.2% | -95.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling