+22.3%
DIS vs EWJ
+138.2%
-115.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.1% |
| 7D | -3.5% | +1.0% | -4.5% | -4.3% |
| 30D | +1.0% | +1.0% | 0.0% | +0.1% |
| 3M | +5.7% | +7.2% | -1.5% | -0.8% |
| 6M | +3.3% | +13.9% | -10.6% | -8.2% |
| YTD | -7.7% | +20.8% | -28.5% | -22.1% |
| 1Y | -10.0% | +26.4% | -36.3% | -27.1% |
| 3Y | +31.7% | +71.8% | -40.0% | -20.7% |
| 5Y | -42.2% | +49.9% | -92.1% | -60.9% |
| 10Y | +22.3% | +140.0% | -117.6% | -42.0% |
| All | +22.3% | +138.2% | -115.9% | -42.0% |
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