+1,335.0%
FERG vs EWJ
+229.2%
+1,105.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +3.4% | +2.9% | +0.5% | +2.4% |
| 30D | -11.5% | +1.1% | -12.6% | -11.9% |
| 3M | +1.3% | +7.1% | -5.8% | -1.2% |
| 6M | -1.0% | +16.2% | -17.2% | -6.1% |
| YTD | +3.2% | +22.0% | -18.8% | -3.7% |
| 1Y | -3.0% | +26.2% | -29.2% | -10.4% |
| 3Y | +55.0% | +73.5% | -18.4% | +29.6% |
| 5Y | +72.6% | +52.7% | +20.0% | +46.2% |
| 10Y | +358.9% | +138.5% | +220.5% | +267.7% |
| All | +1,335.0% | +229.2% | +1,105.9% | +1,019.1% |
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