-51.7%
FIG vs EWJ
+18.0%
-69.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +5.5% |
| 7D | -4.7% | -1.2% | -3.5% | -4.9% |
| 30D | +0.5% | -5.5% | +6.0% | -0.6% |
| 3M | -18.4% | -0.8% | -17.6% | -18.5% |
| 6M | +10.9% | +7.1% | +3.8% | +10.4% |
| YTD | -40.8% | +16.9% | -57.7% | -45.7% |
| 1Y | -51.7% | +18.2% | -69.9% | -56.8% |
| All | -51.7% | +18.0% | -69.6% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling