-41.5%
DIS vs EWJ
+51.7%
-93.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -1.1% | +2.9% | -4.0% | -2.9% |
| 30D | +0.1% | +1.1% | -1.0% | -0.7% |
| 3M | +7.1% | +7.1% | 0.0% | +1.6% |
| 6M | +4.3% | +16.2% | -11.9% | -6.9% |
| YTD | -6.9% | +22.0% | -28.9% | -20.1% |
| 1Y | -10.3% | +26.2% | -36.5% | -25.1% |
| 3Y | +32.8% | +73.5% | -40.6% | -17.0% |
| 5Y | -41.5% | +52.7% | -94.2% | -63.3% |
| All | -41.5% | +51.7% | -93.2% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling