+140.0%
EWJ vs USFD
+306.5%
-166.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +0.1% |
| 7D | +1.0% | -7.0% | +8.0% | +2.4% |
| 30D | +1.0% | -10.3% | +11.3% | +3.0% |
| 3M | +7.2% | +9.2% | -2.0% | +5.2% |
| 6M | +13.9% | +7.4% | +6.5% | +11.8% |
| YTD | +20.8% | +29.4% | -8.6% | +14.2% |
| 1Y | +26.4% | +24.8% | +1.5% | +20.1% |
| 3Y | +71.8% | +150.0% | -78.2% | +42.5% |
| 5Y | +49.9% | +195.5% | -145.6% | +18.9% |
| 10Y | +140.0% | +315.7% | -175.8% | +75.0% |
| All | +140.0% | +306.5% | -166.6% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling