-5.4%
JD vs EWJ
+31.1%
-36.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -1.7% | +2.5% | -4.2% | -2.6% |
| 30D | -13.2% | +3.3% | -16.4% | -14.4% |
| 3M | -3.2% | +5.0% | -8.2% | -5.3% |
| 6M | +15.2% | +11.5% | +3.7% | +8.6% |
| YTD | +2.0% | +22.4% | -20.4% | -10.6% |
| 1Y | -5.4% | +30.2% | -35.6% | -20.7% |
| All | -5.4% | +31.1% | -36.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling