+507.7%
FAST vs EWJ
+137.9%
+369.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.3% | +2.9% | -1.6% | -0.5% |
| 30D | -4.7% | +1.1% | -5.8% | -5.5% |
| 3M | +7.9% | +7.1% | +0.8% | +2.6% |
| 6M | +7.4% | +16.2% | -8.7% | -3.6% |
| YTD | +25.1% | +22.0% | +3.1% | +8.1% |
| 1Y | +4.7% | +26.2% | -21.5% | -11.9% |
| 3Y | +94.7% | +73.5% | +21.2% | +26.9% |
| 5Y | +106.8% | +52.7% | +54.1% | +47.5% |
| 10Y | +507.7% | +138.5% | +369.2% | +205.1% |
| All | +507.7% | +137.9% | +369.8% | +205.1% |
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