-24.5%
TE vs EWJ
+69.3%
-93.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -5.8% |
| 7D | +0.9% | -1.5% | +2.4% | +3.3% |
| 30D | -16.3% | +0.2% | -16.4% | -16.5% |
| 3M | -40.8% | +8.6% | -49.3% | -45.7% |
| 6M | -42.6% | +12.1% | -54.8% | -48.8% |
| YTD | -31.4% | +20.1% | -51.5% | -45.1% |
| 1Y | +144.9% | +25.2% | +119.7% | +86.8% |
| All | -24.5% | +69.3% | -93.8% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling