+157.6%
EWJ vs USFD
+329.0%
-171.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +2.5% | -3.0% | +5.5% | +3.1% |
| 30D | +3.3% | +3.5% | -0.3% | +2.5% |
| 3M | +5.0% | +26.6% | -21.6% | +0.1% |
| 6M | +11.5% | +11.7% | -0.2% | +8.8% |
| YTD | +22.4% | +38.1% | -15.7% | +14.3% |
| 1Y | +30.2% | +33.4% | -3.2% | +22.3% |
| 3Y | +72.8% | +155.8% | -83.0% | +42.8% |
| 5Y | +54.1% | +214.0% | -159.9% | +21.0% |
| 10Y | +140.6% | +320.4% | -179.8% | +74.4% |
| All | +157.6% | +329.0% | -171.4% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling