-24.1%
FICO vs EWJ
+56.7%
-80.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -5.0% | +4.1% | +0.4% |
| 30D | +3.3% | -10.2% | +13.6% | +6.6% |
| 3M | -31.7% | -7.2% | -24.5% | -30.4% |
| 6M | -34.0% | -3.2% | -30.8% | -34.2% |
| YTD | -58.3% | +9.9% | -68.2% | -61.6% |
| 1Y | -57.9% | +11.0% | -68.9% | -61.5% |
| 3Y | -24.1% | +57.3% | -81.4% | -45.7% |
| All | -24.1% | +56.7% | -80.8% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling