+73.5%
EWJ vs ED
+35.1%
+38.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +2.9% | +0.5% | +2.3% | +2.9% |
| 30D | +1.1% | +1.1% | 0.0% | +1.2% |
| 3M | +7.1% | +4.6% | +2.5% | +7.3% |
| 6M | +16.2% | -2.0% | +18.2% | +16.2% |
| YTD | +22.0% | +11.7% | +10.3% | +22.2% |
| 1Y | +26.2% | +15.7% | +10.5% | +26.4% |
| 3Y | +73.5% | +34.4% | +39.1% | +68.5% |
| All | +73.5% | +35.1% | +38.3% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling