+243.2%
EWJ vs FE
+563.9%
-320.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -7.6% | +4.3% | -12.0% | -8.8% |
| 3M | -5.9% | +0.4% | -6.3% | -6.1% |
| 6M | -1.5% | +6.9% | -8.4% | -3.6% |
| YTD | +12.6% | +8.0% | +4.6% | +9.7% |
| 1Y | +12.7% | +4.8% | +7.8% | +10.7% |
| 3Y | +63.1% | +49.0% | +14.1% | +43.4% |
| 5Y | +48.2% | +46.2% | +2.0% | +29.6% |
| 10Y | +123.1% | +120.9% | +2.3% | +63.3% |
| All | +243.2% | +563.9% | -320.7% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling