+18.2%
EWJ vs CHD
+30.9%
-12.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +1.5% |
| 7D | -1.2% | +6.9% | -8.1% | -0.9% |
| 30D | -5.5% | +17.1% | -22.6% | -4.9% |
| 3M | -0.8% | +9.1% | -9.9% | -0.5% |
| 6M | +7.1% | +21.4% | -14.3% | +6.9% |
| YTD | +16.9% | +34.9% | -18.0% | +16.9% |
| 1Y | +18.2% | +31.0% | -12.8% | +18.5% |
| All | +18.2% | +30.9% | -12.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling