+36.3%
DIS vs EWJ
+122.8%
-86.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.0% |
| 7D | +4.4% | -2.4% | +6.8% | +6.1% |
| 30D | +10.3% | -7.6% | +18.0% | +16.8% |
| 3M | +15.5% | -5.9% | +21.4% | +20.2% |
| 6M | +11.2% | -1.5% | +12.7% | +10.5% |
| YTD | +5.6% | +12.6% | -7.0% | -6.6% |
| 1Y | +7.7% | +12.7% | -4.9% | -4.8% |
| 3Y | +39.3% | +63.1% | -23.8% | -13.7% |
| 5Y | -29.5% | +48.2% | -77.7% | -52.7% |
| 10Y | +36.3% | +123.1% | -86.9% | -32.7% |
| All | +36.3% | +122.8% | -86.6% | -32.7% |
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