+76.1%
TER vs EWJ
+46.9%
+29.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +1.7% |
| 7D | -8.9% | -2.4% | -6.5% | -4.4% |
| 30D | -39.1% | -7.6% | -31.4% | -29.9% |
| 3M | -32.8% | -5.9% | -26.9% | -24.4% |
| 6M | -31.7% | -1.5% | -30.3% | -26.1% |
| YTD | +26.9% | +12.6% | +14.4% | +16.4% |
| 1Y | +33.6% | +12.7% | +20.9% | +22.7% |
| 3Y | +181.5% | +63.1% | +118.4% | +53.8% |
| 5Y | +76.1% | +48.2% | +27.9% | +16.4% |
| All | +76.1% | +46.9% | +29.3% | +16.4% |
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 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