+214.8%
TER vs EWJ
+24.8%
+190.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.3% |
| 7D | +9.4% | -1.5% | +10.9% | +12.8% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | +6.5% | +8.6% | -2.1% | -7.3% |
| 6M | +23.2% | +12.1% | +11.0% | +4.7% |
| YTD | +91.5% | +20.1% | +71.4% | +46.1% |
| 1Y | +214.8% | +25.2% | +189.6% | +125.4% |
| All | +214.8% | +24.8% | +190.0% | +125.4% |
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