+64.4%
FDX vs EWJ
+51.7%
+12.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -3.3% | +2.9% | -6.2% | -5.1% |
| 30D | -1.4% | +1.1% | -2.5% | -2.1% |
| 3M | -4.5% | +7.1% | -11.6% | -9.0% |
| 6M | +9.4% | +16.2% | -6.8% | -1.6% |
| YTD | +36.0% | +22.0% | +14.0% | +17.9% |
| 1Y | +75.5% | +26.2% | +49.3% | +48.5% |
| 3Y | +62.8% | +73.5% | -10.7% | +6.4% |
| 5Y | +64.4% | +52.7% | +11.7% | +16.8% |
| All | +64.4% | +51.7% | +12.7% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling