+20.5%
JD vs EWJ
+64.1%
-43.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.4% |
| 7D | +5.2% | -2.4% | +7.6% | +6.2% |
| 30D | +4.5% | -7.6% | +12.1% | +8.7% |
| 3M | -15.4% | -5.9% | -9.5% | -13.2% |
| 6M | -6.0% | -1.5% | -4.6% | -6.8% |
| YTD | +2.2% | +12.6% | -10.4% | -8.0% |
| 1Y | -6.7% | +12.7% | -19.3% | -16.1% |
| 3Y | +20.5% | +63.1% | -42.5% | -16.1% |
| All | +20.5% | +64.1% | -43.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling