+47.6%
EWJ vs ED
+85.1%
-37.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +4.0% | +2.1% | +1.9% | +3.8% |
| 30D | -4.3% | +10.4% | -14.7% | -4.8% |
| 3M | -6.8% | +12.5% | -19.4% | -7.5% |
| 6M | -0.9% | +14.9% | -15.8% | -1.9% |
| YTD | +14.3% | +24.8% | -10.6% | +11.9% |
| 1Y | +15.3% | +23.8% | -8.5% | +13.0% |
| 3Y | +65.6% | +51.6% | +14.0% | +54.4% |
| All | +47.6% | +85.1% | -37.5% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling