+11,243.3%
FICO vs EWJ
+156.6%
+11,086.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.4% | -17.1% | -16.9% |
| 7D | -19.2% | +2.5% | -21.7% | -20.3% |
| 30D | -14.6% | +3.3% | -17.9% | -16.2% |
| 3M | -20.1% | +5.0% | -25.1% | -23.1% |
| 6M | -36.3% | +11.5% | -47.9% | -41.1% |
| YTD | -44.9% | +22.4% | -67.2% | -51.7% |
| 1Y | -38.6% | +30.2% | -68.8% | -48.0% |
| 3Y | +4.0% | +72.8% | -68.8% | -25.3% |
| 5Y | +99.5% | +54.1% | +45.4% | +53.1% |
| 10Y | +604.7% | +140.6% | +464.1% | +343.9% |
| All | +11,243.3% | +156.6% | +11,086.6% | +6,162.4% |
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