+26.4%
EWJ vs FDS
-27.2%
+53.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.1% |
| 7D | +0.3% | -14.0% | +14.3% | -0.6% |
| 30D | +0.8% | -6.2% | +7.0% | +0.5% |
| 3M | +7.5% | +10.2% | -2.7% | +8.2% |
| 6M | +15.6% | +27.4% | -11.9% | +16.2% |
| YTD | +22.7% | -9.3% | +32.0% | +23.7% |
| 1Y | +26.4% | -28.6% | +55.1% | +26.5% |
| All | +26.4% | -27.2% | +53.7% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling