+141.9%
EWJ vs FDS
+64.8%
+77.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +0.3% | -14.0% | +14.3% | +3.2% |
| 30D | +0.8% | -6.2% | +7.0% | +1.9% |
| 3M | +7.5% | +10.2% | -2.7% | +4.2% |
| 6M | +15.6% | +27.4% | -11.9% | +7.0% |
| YTD | +22.7% | -9.3% | +32.0% | +23.3% |
| 1Y | +26.4% | -28.6% | +55.1% | +35.0% |
| 3Y | +72.5% | -36.8% | +109.3% | +89.0% |
| 5Y | +52.4% | -28.6% | +81.1% | +58.8% |
| All | +141.9% | +64.8% | +77.1% | +95.0% |
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