+72.5%
EWJ vs FLR
+54.2%
+18.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | +0.3% | -3.5% | +3.8% | +0.9% |
| 30D | +0.8% | +4.2% | -3.4% | 0.0% |
| 3M | +7.5% | +8.1% | -0.6% | +5.6% |
| 6M | +15.6% | +21.5% | -5.9% | +10.8% |
| YTD | +22.7% | +36.8% | -14.0% | +15.4% |
| 1Y | +26.4% | +31.2% | -4.8% | +19.2% |
| 3Y | +72.5% | +53.9% | +18.6% | +47.9% |
| All | +72.5% | +54.2% | +18.3% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling