+105.3%
FAST vs EWJ
+47.4%
+57.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | +4.2% | +4.0% | +0.2% | +2.2% |
| 30D | +6.7% | -4.3% | +10.9% | +8.8% |
| 3M | +8.0% | -6.8% | +14.9% | +11.5% |
| 6M | +27.4% | -0.9% | +28.3% | +26.9% |
| YTD | +40.5% | +14.3% | +26.2% | +28.7% |
| 1Y | +38.4% | +15.3% | +23.1% | +26.0% |
| 3Y | +98.7% | +65.6% | +33.1% | +40.8% |
| All | +105.3% | +47.4% | +57.9% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling