+126.7%
EWJ vs FND
+58.4%
+68.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.4% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +1.1% | -23.6% | +24.7% | +5.3% |
| 3M | +7.1% | +4.3% | +2.8% | +5.7% |
| 6M | +16.2% | -20.3% | +36.5% | +19.2% |
| YTD | +22.0% | -21.3% | +43.3% | +25.1% |
| 1Y | +26.2% | -45.4% | +71.6% | +36.6% |
| 3Y | +73.5% | -48.9% | +122.3% | +85.1% |
| 5Y | +52.7% | -61.0% | +113.7% | +64.2% |
| All | +126.7% | +58.4% | +68.3% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling