+18.2%
EWJ vs FRMI
-93.1%
+111.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.6% | +11.9% | +2.0% |
| 7D | -1.2% | -39.7% | +38.5% | +1.6% |
| 30D | -5.5% | -55.2% | +49.7% | -1.4% |
| 3M | -0.8% | -71.2% | +70.4% | +5.8% |
| 6M | +7.1% | -64.1% | +71.2% | +12.0% |
| YTD | +16.9% | -77.2% | +94.1% | +24.6% |
| 1Y | +18.2% | -93.2% | +111.4% | +31.5% |
| All | +18.2% | -93.1% | +111.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling