-14.3%
TEAM vs EWJ
+66.4%
-80.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.4% | +4.0% | -6.4% | -4.0% |
| 30D | -26.7% | -4.3% | -22.5% | -25.4% |
| 3M | -9.6% | -6.8% | -2.8% | -7.1% |
| 6M | +86.0% | -0.9% | +86.9% | +85.5% |
| YTD | -7.5% | +14.3% | -21.8% | -17.8% |
| 1Y | -1.4% | +15.3% | -16.7% | -13.2% |
| 3Y | -14.3% | +65.6% | -79.9% | -47.1% |
| All | -14.3% | +66.4% | -80.8% | -47.1% |
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