+72.5%
EWJ vs TRU
-1.3%
+73.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | +0.8% | -2.0% | +2.8% | +1.0% |
| 3M | +7.5% | +18.4% | -10.9% | +3.9% |
| 6M | +15.6% | +8.9% | +6.7% | +13.0% |
| YTD | +22.7% | -8.9% | +31.7% | +23.5% |
| 1Y | +26.4% | -15.9% | +42.3% | +28.8% |
| 3Y | +72.5% | -1.1% | +73.6% | +74.0% |
| All | +72.5% | -1.3% | +73.8% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling