+2,748.3%
FDX vs EWJ
+156.6%
+2,591.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.8% |
| 7D | -2.5% | +2.5% | -5.0% | -3.9% |
| 30D | +3.8% | +3.3% | +0.5% | +1.9% |
| 3M | -1.3% | +5.0% | -6.3% | -4.3% |
| 6M | +5.0% | +11.5% | -6.5% | -1.7% |
| YTD | +39.6% | +22.4% | +17.3% | +23.8% |
| 1Y | +81.1% | +30.2% | +50.9% | +54.9% |
| 3Y | +63.0% | +72.8% | -9.8% | +17.6% |
| 5Y | +65.6% | +54.1% | +11.5% | +27.4% |
| 10Y | +183.4% | +140.6% | +42.7% | +75.7% |
| All | +2,748.3% | +156.6% | +2,591.6% | +1,417.9% |
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