+547.9%
FAST vs EWJ
+126.6%
+421.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.7% | +0.7% |
| 7D | +3.8% | -1.5% | +5.3% | +4.6% |
| 30D | +8.1% | -6.5% | +14.6% | +12.5% |
| 3M | +5.8% | -5.6% | +11.4% | +9.2% |
| 6M | +24.9% | -0.3% | +25.1% | +23.6% |
| YTD | +38.9% | +13.9% | +25.0% | +24.9% |
| 1Y | +36.5% | +14.6% | +21.9% | +22.1% |
| 3Y | +98.1% | +66.6% | +31.5% | +31.4% |
| 5Y | +109.3% | +47.7% | +61.6% | +51.0% |
| 10Y | +547.9% | +126.0% | +421.9% | +237.0% |
| All | +547.9% | +126.6% | +421.3% | +237.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling