+181.5%
TER vs EWJ
+64.1%
+117.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +1.7% |
| 7D | -8.9% | -2.4% | -6.5% | -4.3% |
| 30D | -39.1% | -7.6% | -31.4% | -29.6% |
| 3M | -32.8% | -5.9% | -26.9% | -24.1% |
| 6M | -31.7% | -1.5% | -30.3% | -25.9% |
| YTD | +26.9% | +12.6% | +14.4% | +17.7% |
| 1Y | +33.6% | +12.7% | +20.9% | +24.0% |
| 3Y | +181.5% | +63.1% | +118.4% | +65.5% |
| All | +181.5% | +64.1% | +117.4% | +65.5% |
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 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