+49.2%
EWJ vs FLR
+230.6%
-181.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.2% |
| 7D | -1.5% | -6.9% | +5.4% | -0.4% |
| 30D | +0.2% | +1.1% | -1.0% | -0.1% |
| 3M | +8.6% | +14.3% | -5.7% | +5.9% |
| 6M | +12.1% | +19.1% | -7.0% | +8.1% |
| YTD | +20.1% | +35.1% | -15.0% | +13.5% |
| 1Y | +25.2% | +29.5% | -4.3% | +18.6% |
| 3Y | +70.8% | +53.0% | +17.8% | +51.8% |
| 5Y | +49.2% | +238.9% | -189.8% | +18.1% |
| All | +49.2% | +230.6% | -181.4% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling