+3,364.5%
ADP vs EWJ
+138.9%
+3,225.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +0.3% | +3.6% | -3.4% | -1.3% |
| 30D | +11.6% | -6.0% | +17.6% | +14.3% |
| 3M | +15.1% | -6.5% | +21.5% | +17.8% |
| 6M | +46.0% | -0.1% | +46.1% | +44.2% |
| YTD | +22.4% | +13.9% | +8.5% | +13.0% |
| 1Y | +24.5% | +13.1% | +11.4% | +15.2% |
| 3Y | +44.8% | +65.0% | -20.2% | +11.6% |
| 5Y | +49.1% | +47.0% | +2.1% | +20.7% |
| 10Y | +320.9% | +125.5% | +195.4% | +187.0% |
| All | +3,364.5% | +138.9% | +3,225.7% | +1,842.5% |
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