+136.7%
EWJ vs ED
+109.0%
+27.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.5% | -1.9% | +0.4% | -1.2% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +8.6% | 0.0% | +8.6% | +8.4% |
| 6M | +12.1% | -2.5% | +14.7% | +12.3% |
| YTD | +20.1% | +10.1% | +10.0% | +17.7% |
| 1Y | +25.2% | +13.6% | +11.6% | +21.9% |
| 3Y | +70.8% | +32.4% | +38.3% | +59.7% |
| 5Y | +49.2% | +69.9% | -20.7% | +31.5% |
| All | +136.7% | +109.0% | +27.6% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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