+141.9%
EWJ vs DGX
+255.3%
-113.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +0.8% | -1.2% | +1.9% | +1.0% |
| 3M | +7.5% | +15.8% | -8.3% | +4.1% |
| 6M | +15.6% | +18.2% | -2.6% | +11.3% |
| YTD | +22.7% | +37.2% | -14.5% | +14.3% |
| 1Y | +26.4% | +30.4% | -3.9% | +18.9% |
| 3Y | +72.5% | +96.7% | -24.2% | +46.4% |
| 5Y | +52.4% | +67.2% | -14.7% | +32.9% |
| All | +141.9% | +255.3% | -113.5% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling