+2,709.6%
TER vs EWJ
+136.0%
+2,573.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.9% |
| 7D | -8.9% | -2.4% | -6.5% | -6.1% |
| 30D | -39.1% | -7.6% | -31.4% | -33.6% |
| 3M | -32.8% | -5.9% | -26.9% | -27.6% |
| 6M | -31.7% | -1.5% | -30.3% | -27.9% |
| YTD | +26.9% | +12.6% | +14.4% | +20.8% |
| 1Y | +33.6% | +12.7% | +20.9% | +27.3% |
| 3Y | +181.5% | +63.1% | +118.4% | +96.5% |
| 5Y | +76.1% | +48.2% | +27.9% | +37.0% |
| 10Y | +1,006.2% | +123.1% | +883.1% | +541.3% |
| All | +2,709.6% | +136.0% | +2,573.6% | +1,293.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling