+138.6%
EWJ vs ED
+1,481.9%
-1,343.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +4.0% | +2.1% | +1.9% | +3.4% |
| 30D | -4.3% | +10.4% | -14.7% | -6.9% |
| 3M | -6.8% | +12.5% | -19.4% | -9.9% |
| 6M | -0.9% | +14.9% | -15.8% | -5.0% |
| YTD | +14.3% | +24.8% | -10.6% | +6.8% |
| 1Y | +15.3% | +23.8% | -8.5% | +7.9% |
| 3Y | +65.6% | +51.6% | +14.0% | +44.0% |
| 5Y | +47.5% | +86.4% | -39.0% | +19.2% |
| 10Y | +126.2% | +145.4% | -19.2% | +60.4% |
| All | +138.6% | +1,481.9% | -1,343.3% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling