+52.7%
EWJ vs D
+8.5%
+44.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +1.1% | -0.7% | +1.8% | +1.2% |
| 3M | +7.1% | +2.1% | +5.0% | +6.7% |
| 6M | +16.2% | +6.8% | +9.4% | +14.7% |
| YTD | +22.0% | +16.5% | +5.5% | +18.8% |
| 1Y | +26.2% | +19.2% | +7.1% | +22.4% |
| 3Y | +73.5% | +61.9% | +11.6% | +59.0% |
| 5Y | +52.7% | +6.5% | +46.2% | +49.9% |
| All | +52.7% | +8.5% | +44.1% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling