+49.9%
EWJ vs FDS
-23.5%
+73.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.6% |
| 7D | +1.0% | -8.8% | +9.8% | +2.0% |
| 30D | +1.0% | -1.4% | +2.4% | +1.1% |
| 3M | +7.2% | +13.9% | -6.6% | +5.0% |
| 6M | +13.9% | +27.4% | -13.5% | +8.6% |
| YTD | +20.8% | -2.5% | +23.3% | +21.7% |
| 1Y | +26.4% | -23.8% | +50.2% | +35.2% |
| 3Y | +71.8% | -32.5% | +104.2% | +88.2% |
| 5Y | +49.9% | -23.2% | +73.1% | +66.8% |
| All | +49.9% | -23.5% | +73.3% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling