-99.9%
DFNS vs EWJ
+96.2%
-196.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | -3.3% | -1.5% | -1.8% | -3.4% |
| 30D | -73.1% | +0.2% | -73.3% | -73.1% |
| 3M | -71.4% | +8.6% | -80.0% | -71.1% |
| 6M | -93.8% | +12.1% | -106.0% | -93.7% |
| YTD | -98.0% | +20.1% | -118.1% | -97.9% |
| 1Y | -98.2% | +25.2% | -123.3% | -98.0% |
| 3Y | -99.9% | +70.8% | -170.6% | -99.9% |
| 5Y | -99.9% | +49.2% | -149.0% | -99.8% |
| All | -99.9% | +96.2% | -196.1% | -99.8% |
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 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