+28.2%
EWJ vs FRMI
-78.1%
+106.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.1% |
| 7D | +0.3% | +7.4% | -7.1% | -0.1% |
| 30D | +0.8% | -27.6% | +28.4% | +2.1% |
| 3M | +7.5% | -20.9% | +28.4% | +8.0% |
| 6M | +15.6% | -36.6% | +52.2% | +16.3% |
| YTD | +22.7% | -31.3% | +54.0% | +23.2% |
| All | +28.2% | -78.1% | +106.3% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling