+148.1%
EWY vs JD
-61.6%
+209.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.9% |
| 7D | +8.0% | -0.8% | +8.8% | +8.2% |
| 30D | +14.3% | -16.0% | +30.4% | +18.0% |
| 3M | +2.3% | -3.2% | +5.5% | +2.4% |
| 6M | +49.9% | +6.1% | +43.8% | +47.3% |
| YTD | +95.3% | -0.1% | +95.5% | +94.1% |
| 1Y | +161.7% | -12.7% | +174.5% | +166.3% |
| 3Y | +230.2% | -6.3% | +236.5% | +219.9% |
| 5Y | +148.1% | -61.3% | +209.5% | +165.4% |
| All | +148.1% | -61.6% | +209.7% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling