+541.4%
FICO vs EWJ
+126.4%
+415.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | +2.2% | +4.0% | -1.7% | -1.2% |
| 30D | +0.1% | -4.3% | +4.3% | +3.3% |
| 3M | -35.2% | -6.8% | -28.3% | -31.7% |
| 6M | -32.4% | -0.9% | -31.5% | -34.1% |
| YTD | -57.4% | +14.3% | -71.7% | -64.6% |
| 1Y | -58.5% | +15.3% | -73.8% | -66.0% |
| 3Y | -28.9% | +65.6% | -94.5% | -62.3% |
| 5Y | +91.7% | +47.5% | +44.2% | +15.3% |
| All | +541.4% | +126.4% | +415.0% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling