+70.4%
EWJ vs FGI
-66.8%
+137.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.2% |
| 7D | +0.3% | +12.1% | -11.9% | +0.2% |
| 30D | +0.8% | +75.7% | -74.9% | -0.3% |
| 3M | +7.5% | +31.7% | -24.2% | +6.5% |
| 6M | +15.6% | +111.5% | -95.9% | +13.1% |
| YTD | +22.7% | +45.8% | -23.1% | +20.5% |
| 1Y | +26.4% | +112.5% | -86.1% | +22.7% |
| 3Y | +72.5% | +8.5% | +64.0% | +68.3% |
| All | +70.4% | -66.8% | +137.1% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling