+58.6%
EWJ vs FGI
-74.8%
+133.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -25.2% | +25.5% | +0.5% |
| 7D | +4.0% | -14.4% | +18.4% | +4.1% |
| 30D | -4.3% | -11.8% | +7.5% | -4.2% |
| 3M | -6.8% | -46.2% | +39.4% | -6.4% |
| 6M | -0.9% | +5.2% | -6.1% | -1.7% |
| YTD | +14.3% | +10.5% | +3.7% | +12.4% |
| 1Y | +15.3% | +25.5% | -10.2% | +13.0% |
| 3Y | +65.6% | -16.0% | +81.6% | +61.8% |
| All | +58.6% | -74.8% | +133.4% | +57.7% |
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