+602.8%
FICO vs EWJ
+137.9%
+464.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -15.4% | +2.9% | -18.3% | -17.6% |
| 30D | -10.4% | +1.1% | -11.5% | -11.4% |
| 3M | -22.7% | +7.1% | -29.8% | -29.1% |
| 6M | -36.8% | +16.2% | -53.0% | -47.0% |
| YTD | -44.8% | +22.0% | -66.8% | -56.4% |
| 1Y | -39.3% | +26.2% | -65.5% | -53.8% |
| 3Y | +3.7% | +73.5% | -69.7% | -46.5% |
| 5Y | +101.7% | +52.7% | +49.0% | +19.8% |
| 10Y | +602.8% | +138.5% | +464.3% | +141.0% |
| All | +602.8% | +137.9% | +464.8% | +141.0% |
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