+851.5%
DE vs EWJ
+144.4%
+707.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -2.1% |
| 7D | -2.6% | +0.3% | -2.9% | -2.8% |
| 30D | +9.0% | +0.8% | +8.2% | +8.2% |
| 3M | +19.1% | +7.5% | +11.6% | +11.7% |
| 6M | +14.4% | +15.6% | -1.2% | +0.7% |
| YTD | +45.9% | +22.7% | +23.2% | +21.6% |
| 1Y | +43.6% | +26.4% | +17.2% | +16.1% |
| 3Y | +75.9% | +72.5% | +3.4% | +4.3% |
| 5Y | +98.8% | +52.4% | +46.3% | +33.3% |
| All | +851.5% | +144.4% | +707.0% | +322.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling