+123.1%
EWJ vs D
+44.7%
+78.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.4% | +2.4% | -4.8% | -2.8% |
| 30D | -7.6% | +10.9% | -18.6% | -9.6% |
| 3M | -5.9% | +2.8% | -8.7% | -6.5% |
| 6M | -1.5% | +12.7% | -14.2% | -4.2% |
| YTD | +12.6% | +20.3% | -7.8% | +7.9% |
| 1Y | +12.7% | +17.1% | -4.5% | +8.5% |
| 3Y | +63.1% | +75.1% | -12.1% | +42.3% |
| 5Y | +48.2% | +13.1% | +35.1% | +42.3% |
| 10Y | +123.1% | +48.3% | +74.9% | +104.1% |
| All | +123.1% | +44.7% | +78.4% | +104.1% |
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