+155.6%
EWJ vs D
+1,222.2%
-1,066.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.5% | +1.5% | +1.1% | +2.1% |
| 30D | +3.3% | -2.6% | +5.9% | +4.1% |
| 3M | +5.0% | 0.0% | +5.0% | +4.8% |
| 6M | +11.5% | +7.4% | +4.2% | +8.6% |
| YTD | +22.4% | +15.9% | +6.5% | +16.2% |
| 1Y | +30.2% | +18.1% | +12.1% | +22.6% |
| 3Y | +72.8% | +58.4% | +14.4% | +45.1% |
| 5Y | +54.1% | +5.2% | +48.9% | +46.3% |
| 10Y | +140.6% | +35.9% | +104.8% | +99.0% |
| All | +155.6% | +1,222.2% | -1,066.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling