-52.7%
TEAM vs EWJ
+47.6%
-100.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.6% |
| 7D | -7.8% | -1.5% | -6.3% | -6.5% |
| 30D | +16.5% | +0.2% | +16.4% | +16.2% |
| 3M | +96.2% | +8.6% | +87.6% | +79.1% |
| 6M | +130.2% | +12.1% | +118.0% | +99.9% |
| YTD | +10.7% | +20.1% | -9.3% | -13.6% |
| 1Y | +3.0% | +25.2% | -22.2% | -24.2% |
| 3Y | -13.1% | +70.8% | -83.8% | -60.9% |
| 5Y | -52.7% | +49.2% | -101.9% | -76.5% |
| All | -52.7% | +47.6% | -100.3% | -76.5% |
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