+43.2%
TER vs EWJ
+18.0%
+25.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.2% | -9.9% |
| 7D | -19.9% | -1.2% | -18.7% | -17.7% |
| 30D | -43.5% | -5.5% | -38.1% | -35.6% |
| 3M | -37.8% | -0.8% | -37.0% | -36.0% |
| 6M | -25.6% | +7.1% | -32.7% | -31.3% |
| YTD | +29.8% | +16.9% | +12.9% | +0.7% |
| 1Y | +43.2% | +18.2% | +25.0% | +9.0% |
| All | +43.2% | +18.0% | +25.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling