+125.9%
EWJ vs FN
+700.1%
-574.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.4% |
| 7D | +4.0% | +0.3% | +3.7% | +3.8% |
| 30D | -4.3% | -16.5% | +12.3% | -2.5% |
| 3M | -6.8% | -42.1% | +35.3% | -0.7% |
| 6M | -0.9% | -52.9% | +52.0% | +7.6% |
| YTD | +14.3% | -28.0% | +42.2% | +14.9% |
| 1Y | +15.3% | -18.5% | +33.8% | +13.5% |
| 3Y | +65.6% | +93.9% | -28.2% | +36.0% |
| 5Y | +47.5% | +170.5% | -123.0% | +11.5% |
| All | +125.9% | +700.1% | -574.2% | +42.4% |
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