+199.2%
EWJ vs FLR
+587.1%
-387.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | +1.0% | -3.1% | +4.1% | +1.6% |
| 30D | +1.0% | +4.9% | -3.9% | 0.0% |
| 3M | +7.2% | +10.8% | -3.6% | +4.7% |
| 6M | +13.9% | +19.7% | -5.8% | +9.2% |
| YTD | +20.8% | +38.4% | -17.6% | +12.6% |
| 1Y | +26.4% | +34.7% | -8.3% | +17.8% |
| 3Y | +71.8% | +56.7% | +15.1% | +50.4% |
| 5Y | +49.9% | +241.6% | -191.7% | +10.4% |
| 10Y | +140.0% | +20.2% | +119.8% | +88.1% |
| All | +199.2% | +587.1% | -387.9% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling