+43.3%
DIS vs EWJ
+56.7%
-13.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | -5.0% | +10.2% | +7.5% |
| 30D | +11.5% | -10.2% | +21.7% | +16.5% |
| 3M | +11.5% | -7.2% | +18.8% | +14.8% |
| 6M | +8.9% | -3.2% | +12.1% | +9.2% |
| YTD | +3.4% | +9.9% | -6.5% | -3.2% |
| 1Y | +7.2% | +11.0% | -3.8% | -0.1% |
| 3Y | +43.3% | +57.3% | -14.0% | +12.0% |
| All | +43.3% | +56.7% | -13.4% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling