+58.1%
EWJ vs FGI
-66.3%
+124.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | +3.6% | +13.5% | -9.9% | +3.5% |
| 30D | -6.0% | +17.1% | -23.1% | -6.2% |
| 3M | -6.5% | +78.0% | -84.5% | -7.6% |
| 6M | -0.1% | +46.4% | -46.5% | -1.2% |
| YTD | +13.9% | +47.7% | -33.8% | +11.8% |
| 1Y | +13.1% | +56.8% | -43.7% | +10.7% |
| 3Y | +65.0% | +12.3% | +52.8% | +60.8% |
| All | +58.1% | -66.3% | +124.4% | +56.8% |
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