+178.8%
FDX vs EWJ
+138.2%
+40.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.7% |
| 7D | -2.3% | +1.0% | -3.3% | -3.1% |
| 30D | -4.9% | +1.0% | -5.9% | -5.7% |
| 3M | -6.5% | +7.2% | -13.7% | -12.3% |
| 6M | +6.7% | +13.9% | -7.2% | -5.7% |
| YTD | +33.9% | +20.8% | +13.1% | +11.8% |
| 1Y | +72.2% | +26.4% | +45.8% | +37.7% |
| 3Y | +60.2% | +71.8% | -11.5% | -7.4% |
| 5Y | +62.9% | +49.9% | +13.1% | +8.5% |
| 10Y | +178.8% | +140.0% | +38.8% | +11.6% |
| All | +178.8% | +138.2% | +40.6% | +11.6% |
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 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