+66.6%
EWJ vs D
+71.1%
-4.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +3.7% |
| 7D | -1.5% | +0.8% | -2.2% | -1.6% |
| 30D | -6.5% | +10.7% | -17.2% | -7.6% |
| 3M | -5.6% | +2.3% | -7.9% | -5.8% |
| 6M | -0.3% | +12.5% | -12.8% | -1.9% |
| YTD | +13.9% | +20.1% | -6.2% | +11.1% |
| 1Y | +14.6% | +15.6% | -1.0% | +12.2% |
| 3Y | +66.6% | +75.2% | -8.5% | +55.5% |
| All | +66.6% | +71.1% | -4.5% | +55.5% |
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