+52.6%
EWJ vs FGI
-70.6%
+123.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -5.0% | -7.0% | +1.9% | -4.9% |
| 30D | -10.2% | -4.2% | -6.0% | -10.2% |
| 3M | -7.2% | +55.6% | -62.8% | -8.2% |
| 6M | -3.2% | -3.2% | 0.0% | -3.9% |
| YTD | +9.9% | +29.1% | -19.2% | +8.0% |
| 1Y | +11.0% | +51.0% | -40.0% | +8.6% |
| 3Y | +57.3% | +1.5% | +55.8% | +53.3% |
| All | +52.6% | -70.6% | +123.1% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling