+155.6%
EWJ vs ED
+1,302.7%
-1,147.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +3.3% | -0.1% | +3.4% | +3.3% |
| 3M | +5.0% | +3.9% | +1.0% | +3.6% |
| 6M | +11.5% | -3.0% | +14.6% | +12.0% |
| YTD | +22.4% | +10.7% | +11.7% | +18.3% |
| 1Y | +30.2% | +13.3% | +16.9% | +24.8% |
| 3Y | +72.8% | +34.5% | +38.3% | +55.3% |
| 5Y | +54.1% | +67.1% | -13.0% | +28.2% |
| 10Y | +140.6% | +103.0% | +37.6% | +80.5% |
| All | +155.6% | +1,302.7% | -1,147.1% | +19.1% |
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