+6,818.9%
FAST vs EWJ
+156.6%
+6,662.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -0.4% | +2.5% | -2.9% | -1.7% |
| 30D | -0.8% | +3.3% | -4.1% | -2.6% |
| 3M | +5.8% | +5.0% | +0.8% | +2.4% |
| 6M | +8.0% | +11.5% | -3.6% | +0.8% |
| YTD | +25.6% | +22.4% | +3.2% | +11.2% |
| 1Y | +0.8% | +30.2% | -29.4% | -14.0% |
| 3Y | +86.1% | +72.8% | +13.3% | +33.7% |
| 5Y | +100.2% | +54.1% | +46.1% | +52.7% |
| 10Y | +494.2% | +140.6% | +353.6% | +255.2% |
| All | +6,818.9% | +156.6% | +6,662.3% | +3,196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling