+73.7%
FDX vs EWJ
+24.8%
+48.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -3.9% | -1.5% | -2.4% | -3.1% |
| 30D | -3.3% | +0.2% | -3.5% | -3.4% |
| 3M | -2.0% | +8.6% | -10.6% | -6.4% |
| 6M | +8.0% | +12.1% | -4.1% | +1.0% |
| YTD | +35.0% | +20.1% | +14.9% | +19.5% |
| 1Y | +73.7% | +25.2% | +48.5% | +49.3% |
| All | +73.7% | +24.8% | +48.9% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling