+72.5%
EWJ vs DTE
+43.4%
+29.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +0.3% | -2.6% | +2.9% | +0.7% |
| 30D | +0.8% | -4.4% | +5.2% | +1.5% |
| 3M | +7.5% | -8.3% | +15.8% | +8.7% |
| 6M | +15.6% | -8.1% | +23.7% | +16.8% |
| YTD | +22.7% | +4.4% | +18.3% | +20.9% |
| 1Y | +26.4% | +0.2% | +26.2% | +25.6% |
| 3Y | +72.5% | +42.6% | +29.9% | +60.3% |
| All | +72.5% | +43.4% | +29.1% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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