+2,732.5%
FDX vs EWJ
+136.0%
+2,596.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | +0.5% | -2.4% | +2.8% | +1.8% |
| 30D | +9.5% | -7.6% | +17.2% | +14.5% |
| 3M | -1.3% | -5.9% | +4.6% | +1.9% |
| 6M | +5.5% | -1.5% | +7.0% | +5.9% |
| YTD | +38.9% | +12.6% | +26.3% | +28.9% |
| 1Y | +58.8% | +12.7% | +46.1% | +47.2% |
| 3Y | +71.1% | +63.1% | +8.1% | +27.5% |
| 5Y | +76.3% | +48.2% | +28.1% | +38.6% |
| 10Y | +153.4% | +123.1% | +30.3% | +63.8% |
| All | +2,732.5% | +136.0% | +2,596.5% | +1,480.7% |
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