+127.1%
EWJ vs D
+47.5%
+79.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.9% | -2.4% | +0.6% | -1.4% |
| 30D | -5.3% | +9.0% | -14.3% | -7.0% |
| 3M | -4.3% | +1.0% | -5.3% | -4.6% |
| 6M | +0.4% | +11.0% | -10.6% | -2.1% |
| YTD | +14.7% | +19.8% | -5.1% | +10.0% |
| 1Y | +14.7% | +16.0% | -1.2% | +10.7% |
| 3Y | +66.2% | +74.4% | -8.2% | +45.2% |
| 5Y | +50.2% | +13.5% | +36.6% | +44.1% |
| 10Y | +127.1% | +48.4% | +78.7% | +108.2% |
| All | +127.1% | +47.5% | +79.6% | +108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling