+125.9%
EWJ vs FDS
+127.7%
-1.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.0% | +1.5% | +2.5% | +3.7% |
| 30D | -4.3% | +14.8% | -19.1% | -6.9% |
| 3M | -6.8% | +16.3% | -23.1% | -10.0% |
| 6M | -0.9% | +66.2% | -67.1% | -12.7% |
| YTD | +14.3% | +16.2% | -2.0% | +9.0% |
| 1Y | +15.3% | +21.8% | -6.5% | +8.3% |
| 3Y | +65.6% | -23.9% | +89.5% | +75.7% |
| 5Y | +47.5% | -23.1% | +70.6% | +53.8% |
| All | +125.9% | +127.7% | -1.7% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling