+141.9%
EWJ vs CHD
+126.1%
+15.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.3% | -4.5% | +4.7% | +0.8% |
| 30D | +0.8% | -6.7% | +7.5% | +1.6% |
| 3M | +7.5% | -2.7% | +10.2% | +7.7% |
| 6M | +15.6% | -4.9% | +20.5% | +16.1% |
| YTD | +22.7% | +13.3% | +9.4% | +20.3% |
| 1Y | +26.4% | +1.0% | +25.4% | +25.7% |
| 3Y | +72.5% | +1.3% | +71.2% | +70.2% |
| 5Y | +52.4% | +20.8% | +31.6% | +44.7% |
| All | +141.9% | +126.1% | +15.8% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling