+47.0%
EWJ vs FN
+194.5%
-147.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.2% |
| 7D | +3.6% | +20.8% | -17.1% | +0.9% |
| 30D | -6.0% | -17.3% | +11.3% | -4.2% |
| 3M | -6.5% | -38.1% | +31.7% | -1.5% |
| 6M | -0.1% | -44.2% | +44.1% | +5.5% |
| YTD | +13.9% | -22.3% | +36.2% | +13.4% |
| 1Y | +13.1% | -20.9% | +34.1% | +11.9% |
| 3Y | +65.0% | +111.1% | -46.0% | +34.5% |
| 5Y | +47.0% | +191.8% | -144.8% | +7.4% |
| All | +47.0% | +194.5% | -147.5% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling