+128.1%
EWJ vs FND
+56.5%
+71.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +0.3% | -5.8% | +6.0% | +1.2% |
| 30D | +0.8% | -20.2% | +21.0% | +4.3% |
| 3M | +7.5% | -12.0% | +19.5% | +9.1% |
| 6M | +15.6% | -18.5% | +34.1% | +18.2% |
| YTD | +22.7% | -22.3% | +45.0% | +26.1% |
| 1Y | +26.4% | -47.6% | +74.1% | +37.8% |
| 3Y | +72.5% | -49.8% | +122.3% | +84.7% |
| 5Y | +52.4% | -63.0% | +115.4% | +65.2% |
| All | +128.1% | +56.5% | +71.6% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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