+531.6%
FICO vs EWJ
+126.6%
+405.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | -0.4% |
| 7D | -0.1% | -1.5% | +1.4% | +0.8% |
| 30D | +8.4% | -6.5% | +14.9% | +14.2% |
| 3M | -30.5% | -5.6% | -24.9% | -27.6% |
| 6M | -35.7% | -0.3% | -35.5% | -37.8% |
| YTD | -57.2% | +13.9% | -71.1% | -64.4% |
| 1Y | -58.4% | +14.6% | -73.0% | -65.6% |
| 3Y | -24.8% | +66.6% | -91.5% | -60.5% |
| 5Y | +79.3% | +47.7% | +31.6% | +7.6% |
| 10Y | +531.6% | +126.0% | +405.6% | +127.0% |
| All | +531.6% | +126.6% | +405.0% | +127.0% |
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