+7,329.3%
FAST vs EWJ
+130.5%
+7,198.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | -5.0% | +7.1% | +4.9% |
| 30D | +6.9% | -10.2% | +17.1% | +13.2% |
| 3M | +4.8% | -7.2% | +12.1% | +8.9% |
| 6M | +19.8% | -3.2% | +23.0% | +20.9% |
| YTD | +34.9% | +9.9% | +25.0% | +26.3% |
| 1Y | +32.8% | +11.0% | +21.8% | +23.6% |
| 3Y | +93.7% | +57.3% | +36.4% | +46.3% |
| 5Y | +105.3% | +41.3% | +64.0% | +64.0% |
| 10Y | +595.4% | +117.5% | +477.9% | +338.4% |
| All | +7,329.3% | +130.5% | +7,198.8% | +3,644.6% |
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