+5,558.1%
DE vs EWJ
+153.3%
+5,404.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -3.0% | +1.0% | -4.0% | -3.6% |
| 30D | +11.1% | +1.0% | +10.2% | +10.4% |
| 3M | +17.6% | +7.2% | +10.4% | +12.5% |
| 6M | +13.6% | +13.9% | -0.3% | +4.6% |
| YTD | +46.3% | +20.8% | +25.5% | +29.9% |
| 1Y | +44.2% | +26.4% | +17.8% | +24.4% |
| 3Y | +76.6% | +71.8% | +4.8% | +25.6% |
| 5Y | +98.2% | +49.9% | +48.4% | +52.1% |
| 10Y | +863.5% | +140.0% | +723.5% | +478.1% |
| All | +5,558.1% | +153.3% | +5,404.8% | +2,663.9% |
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