+536.8%
FAST vs EWJ
+127.3%
+409.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | 0.0% |
| 7D | +4.3% | -1.9% | +6.1% | +5.3% |
| 30D | +8.3% | -5.3% | +13.7% | +11.9% |
| 3M | +6.5% | -4.3% | +10.8% | +9.0% |
| 6M | +29.5% | +0.4% | +29.1% | +27.7% |
| YTD | +41.3% | +14.7% | +26.5% | +26.4% |
| 1Y | +37.4% | +14.7% | +22.7% | +22.8% |
| 3Y | +98.5% | +66.2% | +32.3% | +32.0% |
| 5Y | +111.1% | +50.2% | +60.9% | +50.4% |
| All | +536.8% | +127.3% | +409.5% | +229.7% |
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