+26.4%
EWJ vs TRU
-13.7%
+40.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | +0.3% | -2.7% | +3.0% | +0.4% |
| 30D | +0.8% | -2.0% | +2.8% | +0.8% |
| 3M | +7.5% | +18.4% | -10.9% | +5.8% |
| 6M | +15.6% | +8.9% | +6.7% | +14.3% |
| YTD | +22.7% | -8.9% | +31.7% | +23.2% |
| 1Y | +26.4% | -15.9% | +42.3% | +26.7% |
| All | +26.4% | -13.7% | +40.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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