+138.5%
EWJ vs FN
+882.3%
-743.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | +2.9% | +3.5% | -0.7% | +2.4% |
| 30D | +1.1% | -26.0% | +27.1% | +5.1% |
| 3M | +7.1% | -33.3% | +40.4% | +12.2% |
| 6M | +16.2% | -14.9% | +31.1% | +16.2% |
| YTD | +22.0% | -8.6% | +30.5% | +19.8% |
| 1Y | +26.2% | +12.3% | +13.9% | +19.4% |
| 3Y | +73.5% | +174.4% | -100.9% | +36.6% |
| 5Y | +52.7% | +296.4% | -243.7% | +10.2% |
| 10Y | +138.5% | +890.0% | -751.5% | +45.5% |
| All | +138.5% | +882.3% | -743.8% | +45.5% |
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