+219.1%
TER vs EWJ
+51.7%
+167.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.7% |
| 7D | +11.0% | +2.9% | +8.1% | +6.1% |
| 30D | -1.9% | +1.1% | -3.0% | -3.1% |
| 3M | -0.7% | +7.1% | -7.8% | -8.1% |
| 6M | +36.4% | +16.2% | +20.2% | +15.3% |
| YTD | +92.4% | +22.0% | +70.5% | +52.9% |
| 1Y | +213.5% | +26.2% | +187.3% | +139.0% |
| 3Y | +277.2% | +73.5% | +203.8% | +84.2% |
| 5Y | +219.1% | +52.7% | +166.4% | +88.5% |
| All | +219.1% | +51.7% | +167.4% | +88.5% |
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