+262.2%
EWY vs JD
+48.3%
+213.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.2% |
| 7D | +4.8% | -1.7% | +6.5% | +5.2% |
| 30D | +11.7% | -13.2% | +24.8% | +14.8% |
| 3M | -7.4% | -3.2% | -4.2% | -7.2% |
| 6M | +40.6% | +15.2% | +25.3% | +35.4% |
| YTD | +94.3% | +2.0% | +92.3% | +92.1% |
| 1Y | +164.3% | -5.4% | +169.7% | +165.0% |
| 3Y | +221.0% | -9.1% | +230.1% | +211.1% |
| 5Y | +139.1% | -59.6% | +198.7% | +159.1% |
| 10Y | +298.8% | +26.2% | +272.6% | +221.0% |
| All | +262.2% | +48.3% | +213.9% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling