-58.4%
JD vs EWJ
+46.9%
-105.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.7% |
| 7D | +5.2% | -2.4% | +7.6% | +6.6% |
| 30D | +4.5% | -7.6% | +12.1% | +10.7% |
| 3M | -15.4% | -5.9% | -9.5% | -12.2% |
| 6M | -6.0% | -1.5% | -4.6% | -7.1% |
| YTD | +2.2% | +12.6% | -10.4% | -11.7% |
| 1Y | -6.7% | +12.7% | -19.3% | -19.6% |
| 3Y | +20.5% | +63.1% | -42.5% | -32.5% |
| 5Y | -58.4% | +48.2% | -106.7% | -73.9% |
| All | -58.4% | +46.9% | -105.3% | -73.9% |
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