+115.9%
EWJ vs FN
+753.0%
-637.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -1.6% |
| 7D | -5.0% | 0.0% | -5.0% | -5.3% |
| 30D | -10.2% | -34.3% | +24.1% | -5.4% |
| 3M | -7.2% | -39.9% | +32.6% | -1.6% |
| 6M | -3.2% | -51.8% | +48.6% | +4.8% |
| YTD | +9.9% | -28.1% | +38.1% | +10.7% |
| 1Y | +11.0% | -29.1% | +40.0% | +11.5% |
| 3Y | +57.3% | +102.4% | -45.1% | +28.4% |
| 5Y | +41.3% | +171.7% | -130.4% | +6.9% |
| All | +115.9% | +753.0% | -637.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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