+740.1%
TEAM vs EWJ
+149.1%
+591.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.7% |
| 7D | -5.7% | +2.9% | -8.6% | -7.8% |
| 30D | +18.3% | +1.1% | +17.3% | +17.2% |
| 3M | +80.2% | +7.1% | +73.1% | +68.6% |
| 6M | +111.0% | +16.2% | +94.8% | +81.3% |
| YTD | +8.8% | +22.0% | -13.2% | -12.2% |
| 1Y | +2.2% | +26.2% | -24.1% | -20.6% |
| 3Y | -14.6% | +73.5% | -88.1% | -51.8% |
| 5Y | -53.8% | +52.7% | -106.5% | -71.0% |
| 10Y | +475.2% | +138.5% | +336.7% | +152.1% |
| All | +740.1% | +149.1% | +591.0% | +275.1% |
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 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