-49.3%
TE vs EWJ
+50.5%
-99.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -2.7% |
| 7D | +0.2% | +0.3% | -0.1% | -0.3% |
| 30D | -5.9% | +0.8% | -6.7% | -6.8% |
| 3M | -45.6% | +7.5% | -53.1% | -49.7% |
| 6M | -43.4% | +15.6% | -59.0% | -52.1% |
| YTD | -31.0% | +22.7% | -53.7% | -47.0% |
| 1Y | +145.2% | +26.4% | +118.8% | +82.3% |
| 3Y | -24.1% | +72.5% | -96.6% | -62.8% |
| All | -49.3% | +50.5% | -99.9% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling