+178.8%
EWY vs JD
+44.3%
+134.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.4% |
| 7D | +10.4% | -4.0% | +14.4% | +11.3% |
| 30D | -12.7% | +2.7% | -15.4% | -13.4% |
| 3M | -17.3% | -13.0% | -4.3% | -15.2% |
| 6M | -18.6% | -12.7% | -5.9% | -16.9% |
| YTD | +49.5% | -0.8% | +50.3% | +48.3% |
| 1Y | +55.0% | -8.9% | +63.9% | +56.4% |
| 3Y | +159.0% | +17.0% | +142.0% | +137.0% |
| 5Y | +102.5% | -63.5% | +166.0% | +124.6% |
| 10Y | +232.2% | +30.5% | +201.7% | +165.9% |
| All | +178.8% | +44.3% | +134.6% | +122.1% |
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