+57.3%
EWJ vs FE
+44.1%
+13.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -10.2% | +5.2% | -15.4% | -10.7% |
| 3M | -7.2% | 0.0% | -7.2% | -7.3% |
| 6M | -3.2% | +5.0% | -8.2% | -4.0% |
| YTD | +9.9% | +7.9% | +2.0% | +8.8% |
| 1Y | +11.0% | +6.3% | +4.6% | +10.1% |
| 3Y | +57.3% | +46.0% | +11.3% | +46.0% |
| All | +57.3% | +44.1% | +13.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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