+45.8%
ADP vs EWJ
+51.7%
-5.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -5.5% | +2.9% | -8.4% | -6.3% |
| 30D | -1.2% | +1.1% | -2.3% | -1.6% |
| 3M | +17.9% | +7.1% | +10.7% | +14.6% |
| 6M | +20.3% | +16.2% | +4.1% | +12.5% |
| YTD | +5.8% | +22.0% | -16.2% | -3.9% |
| 1Y | -7.7% | +26.2% | -33.9% | -17.8% |
| 3Y | +14.7% | +73.5% | -58.7% | -17.0% |
| 5Y | +45.8% | +52.7% | -6.9% | +9.3% |
| All | +45.8% | +51.7% | -5.9% | +9.3% |
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