+1,440.5%
FANG vs EWJ
+255.5%
+1,185.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -2.0% |
| 7D | +2.9% | +0.3% | +2.6% | +2.6% |
| 30D | +2.6% | +0.8% | +1.8% | +1.7% |
| 3M | +7.6% | +7.5% | +0.1% | -0.1% |
| 6M | +17.3% | +15.6% | +1.7% | +0.4% |
| YTD | +38.7% | +22.7% | +15.9% | +11.3% |
| 1Y | +51.6% | +26.4% | +25.2% | +17.9% |
| 3Y | +50.0% | +72.5% | -22.6% | -16.0% |
| 5Y | +237.6% | +52.4% | +185.1% | +113.2% |
| 10Y | +180.7% | +143.8% | +36.8% | +24.2% |
| All | +1,440.5% | +255.5% | +1,185.0% | +452.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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