+8,472.6%
FICO vs EWJ
+130.5%
+8,342.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -5.0% | +4.1% | +1.6% |
| 30D | +3.3% | -10.2% | +13.6% | +9.1% |
| 3M | -31.7% | -7.2% | -24.5% | -29.3% |
| 6M | -34.0% | -3.2% | -30.8% | -34.0% |
| YTD | -58.3% | +9.9% | -68.2% | -61.5% |
| 1Y | -57.9% | +11.0% | -68.9% | -61.3% |
| 3Y | -24.1% | +57.3% | -81.4% | -42.9% |
| 5Y | +85.3% | +41.3% | +44.0% | +48.5% |
| 10Y | +520.3% | +117.5% | +402.8% | +311.1% |
| All | +8,472.6% | +130.5% | +8,342.1% | +4,894.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling