+41.6%
EWJ vs FN
+170.4%
-128.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -1.5% |
| 7D | -5.0% | 0.0% | -5.0% | -5.3% |
| 30D | -10.2% | -34.3% | +24.1% | -5.7% |
| 3M | -7.2% | -39.9% | +32.6% | -1.9% |
| 6M | -3.2% | -51.8% | +48.6% | +4.3% |
| 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% | +28.7% |
| All | +41.6% | +170.4% | -128.8% | +4.6% |
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