+273.2%
EWJ vs FE
+561.4%
-288.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +2.5% | +1.9% | +0.6% | +2.0% |
| 30D | +3.3% | -1.2% | +4.4% | +3.6% |
| 3M | +5.0% | +3.5% | +1.5% | +3.7% |
| 6M | +11.5% | -6.1% | +17.6% | +13.2% |
| YTD | +22.4% | +7.6% | +14.8% | +19.4% |
| 1Y | +30.2% | +11.9% | +18.3% | +25.5% |
| 3Y | +72.8% | +48.4% | +24.4% | +52.1% |
| 5Y | +54.1% | +44.8% | +9.3% | +35.1% |
| 10Y | +140.6% | +115.9% | +24.7% | +77.1% |
| All | +273.2% | +561.4% | -288.3% | +119.8% |
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