-61.6%
JD vs EWJ
+50.3%
-111.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.6% |
| 7D | -3.0% | +1.0% | -4.0% | -3.8% |
| 30D | -19.3% | +1.0% | -20.3% | -20.2% |
| 3M | -6.0% | +7.2% | -13.3% | -12.4% |
| 6M | +1.8% | +13.9% | -12.1% | -10.5% |
| YTD | -2.6% | +20.8% | -23.4% | -19.6% |
| 1Y | -17.4% | +26.4% | -43.8% | -35.0% |
| 3Y | -8.6% | +71.8% | -80.4% | -49.7% |
| 5Y | -61.6% | +49.9% | -111.5% | -76.3% |
| All | -61.6% | +50.3% | -111.9% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling