+72.5%
EWJ vs FRSH
-46.4%
+118.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.3% | -6.6% | +6.9% | +0.7% |
| 30D | +0.8% | +2.1% | -1.3% | +0.6% |
| 3M | +7.5% | +29.0% | -21.5% | +5.4% |
| 6M | +15.6% | +48.6% | -33.0% | +11.6% |
| YTD | +22.7% | -2.9% | +25.7% | +23.4% |
| 1Y | +26.4% | -7.9% | +34.3% | +27.6% |
| 3Y | +72.5% | -46.5% | +119.0% | +77.4% |
| All | +72.5% | -46.4% | +118.9% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling