+3,987.7%
TER vs EWJ
+156.6%
+3,831.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.1% |
| 7D | +0.6% | +2.5% | -1.9% | -1.7% |
| 30D | -8.3% | +3.3% | -11.6% | -10.8% |
| 3M | -12.2% | +5.0% | -17.2% | -14.1% |
| 6M | +17.1% | +11.5% | +5.5% | +10.0% |
| YTD | +84.7% | +22.4% | +62.3% | +60.3% |
| 1Y | +199.9% | +30.2% | +169.7% | +147.2% |
| 3Y | +232.8% | +72.8% | +159.9% | +116.5% |
| 5Y | +198.6% | +54.1% | +144.4% | +120.1% |
| 10Y | +1,669.7% | +140.6% | +1,529.1% | +841.9% |
| All | +3,987.7% | +156.6% | +3,831.0% | +1,748.8% |
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