+244.5%
EWJ vs FTI
+2,117.5%
-1,873.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +1.1% | +12.3% | -11.2% | -1.4% |
| 3M | +7.1% | +13.8% | -6.6% | +3.9% |
| 6M | +16.2% | +24.3% | -8.1% | +10.3% |
| YTD | +22.0% | +75.8% | -53.8% | +7.6% |
| 1Y | +26.2% | +99.6% | -73.4% | +8.1% |
| 3Y | +73.5% | +278.4% | -205.0% | +26.8% |
| 5Y | +52.7% | +1,168.7% | -1,116.0% | -18.2% |
| 10Y | +138.5% | +297.5% | -159.0% | +45.2% |
| All | +244.5% | +2,117.5% | -1,873.0% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling