+49.9%
EWJ vs ED
+66.4%
-16.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +1.0% | +1.9% | -1.0% | +0.9% |
| 3M | +7.2% | +1.9% | +5.4% | +7.0% |
| 6M | +13.9% | -2.3% | +16.1% | +14.0% |
| YTD | +20.8% | +10.9% | +9.9% | +19.3% |
| 1Y | +26.4% | +14.5% | +11.9% | +24.3% |
| 3Y | +71.8% | +33.4% | +38.4% | +62.5% |
| 5Y | +49.9% | +67.3% | -17.4% | +38.3% |
| All | +49.9% | +66.4% | -16.5% | +38.3% |
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