+34.8%
FAST vs EWJ
+14.5%
+20.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.7% | +1.9% |
| 7D | +3.8% | -1.5% | +5.3% | +4.1% |
| 30D | +8.1% | -6.5% | +14.6% | +10.0% |
| 3M | +5.8% | -5.6% | +11.4% | +7.3% |
| 6M | +24.9% | -0.3% | +25.1% | +24.2% |
| YTD | +38.9% | +13.9% | +25.0% | +26.6% |
| All | +34.8% | +14.5% | +20.3% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling