+49.2%
EWJ vs FTI
+1,109.5%
-1,060.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -1.5% | -5.6% | +4.1% | -0.7% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | +8.6% | +8.1% | +0.5% | +7.2% |
| 6M | +12.1% | +16.7% | -4.6% | +9.1% |
| YTD | +20.1% | +70.0% | -49.9% | +10.5% |
| 1Y | +25.2% | +85.4% | -60.3% | +13.5% |
| 3Y | +70.8% | +265.9% | -195.2% | +39.4% |
| 5Y | +49.2% | +1,072.7% | -1,023.6% | +2.1% |
| All | +49.2% | +1,109.5% | -1,060.3% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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