-38.6%
FICO vs EWJ
+31.1%
-69.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.4% | -17.1% | -16.7% |
| 7D | -19.2% | +2.5% | -21.7% | -19.1% |
| 30D | -14.6% | +3.3% | -17.9% | -14.5% |
| 3M | -20.1% | +5.0% | -25.1% | -19.3% |
| 6M | -36.3% | +11.5% | -47.9% | -36.6% |
| YTD | -44.9% | +22.4% | -67.2% | -49.3% |
| 1Y | -38.6% | +30.2% | -68.8% | -46.4% |
| All | -38.6% | +31.1% | -69.8% | -46.4% |
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