+68.8%
EWJ vs FDS
-36.6%
+105.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.3% |
| 7D | -1.5% | -16.0% | +14.5% | -0.8% |
| 30D | +0.2% | -6.7% | +6.9% | +0.4% |
| 3M | +8.6% | +6.0% | +2.6% | +8.1% |
| 6M | +12.1% | +25.1% | -12.9% | +9.2% |
| YTD | +20.1% | -8.1% | +28.2% | +22.6% |
| 1Y | +25.2% | -26.0% | +51.2% | +34.1% |
| All | +68.8% | -36.6% | +105.4% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling