+591.5%
EWT vs EWJ
+148.9%
+442.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.0% |
| 7D | +2.1% | +1.0% | +1.1% | +1.3% |
| 30D | +9.4% | +1.0% | +8.4% | +8.5% |
| 3M | +10.9% | +7.2% | +3.6% | +5.2% |
| 6M | +57.9% | +13.9% | +44.1% | +43.3% |
| YTD | +75.9% | +20.8% | +55.1% | +52.0% |
| 1Y | +89.7% | +26.4% | +63.3% | +58.0% |
| 3Y | +200.9% | +71.8% | +129.1% | +94.1% |
| 5Y | +154.5% | +49.9% | +104.6% | +82.4% |
| 10Y | +520.8% | +140.0% | +380.8% | +202.6% |
| All | +591.5% | +148.9% | +442.6% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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