-100.0%
DFNS vs EWJ
+86.1%
-186.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.7% | -18.6% | -19.3% |
| 7D | -12.7% | +3.6% | -16.3% | -12.7% |
| 30D | -65.2% | -6.0% | -59.2% | -65.2% |
| 3M | -94.6% | -6.5% | -88.1% | -94.6% |
| 6M | -96.2% | -0.1% | -96.1% | -96.3% |
| YTD | -99.6% | +13.9% | -113.5% | -99.6% |
| 1Y | -99.7% | +13.1% | -112.8% | -99.7% |
| 3Y | -100.0% | +65.0% | -165.0% | -100.0% |
| 5Y | -100.0% | +47.0% | -147.0% | -100.0% |
| All | -100.0% | +86.1% | -186.1% | -100.0% |
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