+156.3%
EWJ vs DTE
+1,679.6%
-1,523.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.7% |
| 7D | +0.3% | -2.6% | +2.9% | +1.2% |
| 30D | +0.8% | -4.4% | +5.2% | +2.3% |
| 3M | +7.5% | -8.3% | +15.8% | +10.6% |
| 6M | +15.6% | -8.1% | +23.7% | +18.5% |
| YTD | +22.7% | +4.4% | +18.3% | +20.1% |
| 1Y | +26.4% | +0.2% | +26.2% | +25.4% |
| 3Y | +72.5% | +42.6% | +29.9% | +48.9% |
| 5Y | +52.4% | +31.5% | +21.0% | +33.9% |
| 10Y | +143.8% | +138.2% | +5.6% | +62.7% |
| All | +156.3% | +1,679.6% | -1,523.3% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling