+52.1%
JD vs EWJ
+158.2%
-106.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -3.3% |
| 7D | +0.4% | -1.9% | +2.3% | +1.4% |
| 30D | +4.2% | -5.3% | +9.6% | +8.7% |
| 3M | -12.8% | -4.3% | -8.4% | -10.4% |
| 6M | -8.8% | +0.4% | -9.2% | -11.4% |
| YTD | +0.5% | +14.7% | -14.2% | -15.0% |
| 1Y | -8.8% | +14.7% | -23.5% | -23.1% |
| 3Y | +18.6% | +66.2% | -47.6% | -32.7% |
| 5Y | -62.2% | +50.2% | -112.4% | -76.1% |
| 10Y | +32.2% | +127.1% | -94.9% | -42.5% |
| All | +52.1% | +158.2% | -106.1% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling