+155.6%
EWJ vs D
+1,222.2%
-1,066.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +3.3% | -3.6% | +6.8% | +4.4% |
| 3M | +5.0% | -1.0% | +6.0% | +5.1% |
| 6M | +11.5% | +6.3% | +5.3% | +8.9% |
| YTD | +22.4% | +14.7% | +7.7% | +16.6% |
| 1Y | +30.2% | +16.9% | +13.3% | +23.0% |
| 3Y | +72.8% | +56.8% | +16.0% | +45.6% |
| 5Y | +54.1% | +5.2% | +48.9% | +46.3% |
| 10Y | +140.6% | +35.9% | +104.8% | +98.9% |
| All | +155.6% | +1,222.2% | -1,066.7% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling