-16.0%
JD vs EWJ
+24.8%
-40.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -2.6% | -1.5% | -1.1% | -2.0% |
| 30D | -15.4% | +0.2% | -15.5% | -15.5% |
| 3M | -5.0% | +8.6% | -13.6% | -9.1% |
| 6M | +0.9% | +12.1% | -11.2% | -5.4% |
| YTD | -2.5% | +20.1% | -22.6% | -13.8% |
| 1Y | -16.0% | +25.2% | -41.2% | -28.6% |
| All | -16.0% | +24.8% | -40.8% | -28.6% |
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