-48.5%
TE vs EWJ
+88.1%
-136.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.3% | +10.4% |
| 7D | +18.2% | +2.9% | +15.3% | +14.7% |
| 30D | -13.5% | +1.1% | -14.6% | -14.4% |
| 3M | -44.6% | +7.1% | -51.7% | -47.0% |
| 6M | -24.7% | +16.2% | -40.9% | -32.8% |
| YTD | -24.3% | +22.0% | -46.2% | -35.8% |
| 1Y | +155.6% | +26.2% | +129.3% | +111.5% |
| 3Y | -18.3% | +73.5% | -91.7% | -46.5% |
| 5Y | -41.3% | +52.7% | -94.0% | -61.6% |
| All | -48.5% | +88.1% | -136.6% | -67.0% |
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