+49.2%
EWJ vs FND
-62.8%
+112.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -1.5% | -5.1% | +3.6% | -0.7% |
| 30D | +0.2% | -22.5% | +22.7% | +4.3% |
| 3M | +8.6% | -5.0% | +13.6% | +8.8% |
| 6M | +12.1% | -21.5% | +33.7% | +15.5% |
| YTD | +20.1% | -23.0% | +43.1% | +23.8% |
| 1Y | +25.2% | -44.9% | +70.1% | +36.0% |
| 3Y | +70.8% | -50.0% | +120.8% | +83.3% |
| 5Y | +49.2% | -63.3% | +112.5% | +60.7% |
| All | +49.2% | -62.8% | +112.0% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling