-6.3%
JD vs EWJ
+73.3%
-79.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -0.8% | +2.9% | -3.7% | -2.4% |
| 30D | -16.0% | +1.1% | -17.1% | -16.7% |
| 3M | -3.2% | +7.1% | -10.3% | -7.7% |
| 6M | +6.1% | +16.2% | -10.1% | -4.4% |
| YTD | -0.1% | +22.0% | -22.1% | -13.4% |
| 1Y | -12.7% | +26.2% | -38.9% | -26.3% |
| 3Y | -6.3% | +73.5% | -79.8% | -36.8% |
| All | -6.3% | +73.3% | -79.6% | -36.8% |
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