+127.1%
EWJ vs FN
+850.1%
-723.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.1% |
| 7D | -1.9% | +8.0% | -9.9% | -3.1% |
| 30D | -5.3% | -19.1% | +13.8% | -3.2% |
| 3M | -4.3% | -29.8% | +25.5% | -0.7% |
| 6M | +0.4% | -43.2% | +43.6% | +6.2% |
| YTD | +14.7% | -18.9% | +33.7% | +13.5% |
| 1Y | +14.7% | -17.9% | +32.6% | +12.9% |
| 3Y | +66.2% | +120.1% | -53.9% | +34.1% |
| 5Y | +50.2% | +206.7% | -156.5% | +11.6% |
| 10Y | +127.1% | +804.7% | -677.6% | +40.8% |
| All | +127.1% | +850.1% | -723.0% | +40.8% |
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