+141.9%
EWJ vs FLR
+19.7%
+122.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | +0.3% | -3.5% | +3.8% | +0.7% |
| 30D | +0.8% | +4.2% | -3.4% | +0.3% |
| 3M | +7.5% | +8.1% | -0.6% | +6.3% |
| 6M | +15.6% | +21.5% | -5.9% | +12.6% |
| YTD | +22.7% | +36.8% | -14.0% | +18.0% |
| 1Y | +26.4% | +31.2% | -4.8% | +21.8% |
| 3Y | +72.5% | +53.9% | +18.6% | +60.6% |
| 5Y | +52.4% | +243.0% | -190.6% | +30.4% |
| All | +141.9% | +19.7% | +122.1% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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