+1,145.9%
DELL vs EWJ
+50.5%
+1,095.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +9.6% |
| 7D | +8.2% | +0.3% | +7.9% | +8.1% |
| 30D | +17.1% | +0.8% | +16.3% | +16.6% |
| 3M | +45.2% | +7.5% | +37.7% | +35.2% |
| 6M | +286.8% | +15.6% | +271.2% | +235.5% |
| YTD | +354.8% | +22.7% | +332.0% | +269.6% |
| 1Y | +358.3% | +26.4% | +331.8% | +260.9% |
| 3Y | +724.9% | +72.5% | +652.4% | +374.2% |
| All | +1,145.9% | +50.5% | +1,095.4% | +627.8% |
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