+155.7%
FDX vs EWJ
+127.4%
+28.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -0.6% |
| 7D | -2.1% | -1.9% | -0.2% | -0.6% |
| 30D | +10.4% | -5.3% | +15.7% | +15.4% |
| 3M | +0.5% | -4.3% | +4.8% | +3.9% |
| 6M | +6.5% | +0.4% | +6.1% | +5.0% |
| YTD | +40.2% | +14.7% | +25.5% | +21.9% |
| 1Y | +52.1% | +14.7% | +37.4% | +32.1% |
| 3Y | +72.8% | +66.2% | +6.6% | +2.4% |
| 5Y | +76.3% | +50.2% | +26.1% | +15.3% |
| 10Y | +155.7% | +127.1% | +28.7% | +13.2% |
| All | +155.7% | +127.4% | +28.3% | +13.2% |
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