+117.8%
FICO vs EWJ
+48.4%
+69.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.9% |
| 7D | -10.6% | +1.0% | -11.6% | -11.2% |
| 30D | -6.3% | +1.0% | -7.3% | -7.1% |
| 3M | -19.7% | +7.2% | -27.0% | -24.6% |
| 6M | -31.8% | +13.9% | -45.7% | -39.2% |
| YTD | -41.8% | +20.8% | -62.6% | -51.0% |
| 1Y | -36.4% | +26.4% | -62.8% | -48.4% |
| 3Y | +9.3% | +71.8% | -62.5% | -35.9% |
| All | +117.8% | +48.4% | +69.4% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling