+74.0%
EWJ vs D
+64.6%
+9.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +2.5% | +1.5% | +1.1% | +2.4% |
| 30D | +3.3% | -2.6% | +5.9% | +3.6% |
| 3M | +5.0% | 0.0% | +5.0% | +4.9% |
| 6M | +11.5% | +7.4% | +4.2% | +10.3% |
| YTD | +22.4% | +15.9% | +6.5% | +19.9% |
| 1Y | +30.2% | +18.1% | +12.1% | +27.1% |
| All | +74.0% | +64.6% | +9.5% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling