+50.0%
EWJ vs DG
-38.6%
+88.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | +1.0% | -4.8% | +5.8% | +1.3% |
| 30D | +1.0% | +1.8% | -0.8% | +0.9% |
| 3M | +7.2% | +14.5% | -7.2% | +6.3% |
| 6M | +13.9% | -13.6% | +27.4% | +14.6% |
| YTD | +20.8% | -4.8% | +25.6% | +21.0% |
| 1Y | +26.4% | +21.6% | +4.8% | +25.0% |
| 3Y | +71.8% | +4.5% | +67.3% | +70.0% |
| All | +50.0% | -38.6% | +88.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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