+139.8%
EWJ vs USFD
+353.4%
-213.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.6% | +3.1% |
| 7D | -1.5% | +3.9% | -5.4% | -2.2% |
| 30D | -6.5% | +12.8% | -19.4% | -8.7% |
| 3M | -5.6% | +1.0% | -6.6% | -5.9% |
| 6M | -0.3% | +30.3% | -30.5% | -5.6% |
| YTD | +13.9% | +46.0% | -32.0% | +5.2% |
| 1Y | +14.6% | +49.6% | -35.1% | +5.2% |
| 3Y | +66.6% | +166.3% | -99.6% | +36.6% |
| 5Y | +47.7% | +208.4% | -160.7% | +16.2% |
| 10Y | +126.0% | +371.2% | -245.2% | +61.2% |
| All | +139.8% | +353.4% | -213.6% | +71.6% |
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