+290.8%
EWY vs JD
+20.5%
+270.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +1.2% | -2.6% | +3.8% | +1.8% |
| 30D | +9.3% | -15.4% | +24.6% | +13.3% |
| 3M | +2.4% | -5.0% | +7.5% | +3.0% |
| 6M | +40.3% | +0.9% | +39.4% | +39.0% |
| YTD | +88.0% | -2.5% | +90.5% | +87.6% |
| 1Y | +143.8% | -16.0% | +159.8% | +151.2% |
| 3Y | +217.8% | -8.5% | +226.3% | +206.4% |
| 5Y | +142.7% | -61.8% | +204.5% | +169.2% |
| All | +290.8% | +20.5% | +270.3% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling