+48.7%
ADP vs EWJ
+47.4%
+1.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | +4.0% | -1.8% | +1.0% |
| 30D | +10.6% | -4.3% | +14.8% | +11.8% |
| 3M | +12.9% | -6.8% | +19.7% | +15.0% |
| 6M | +50.6% | -0.9% | +51.5% | +49.5% |
| YTD | +23.2% | +14.3% | +8.9% | +13.6% |
| 1Y | +25.3% | +15.3% | +10.0% | +14.9% |
| 3Y | +47.1% | +65.6% | -18.5% | +6.1% |
| All | +48.7% | +47.4% | +1.3% | +17.2% |
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 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