+126.4%
EWJ vs FDS
+10,480.1%
-10,353.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | -6.8% | +16.3% | -23.1% | -10.3% |
| 6M | -0.9% | +66.2% | -67.1% | -12.8% |
| YTD | +14.3% | +16.2% | -2.0% | +7.6% |
| 1Y | +15.3% | +21.8% | -6.5% | +7.2% |
| 3Y | +65.6% | -23.9% | +89.5% | +69.6% |
| 5Y | +47.5% | -23.1% | +70.6% | +49.3% |
| 10Y | +126.2% | +128.7% | -2.5% | +75.3% |
| All | +126.4% | +10,480.1% | -10,353.7% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling