-55.8%
FIG vs EWJ
+31.1%
-86.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.3% |
| 7D | -16.3% | +2.5% | -18.8% | -16.2% |
| 30D | -14.3% | +3.3% | -17.6% | -14.2% |
| 3M | +7.2% | +5.0% | +2.2% | +7.5% |
| 6M | -18.6% | +11.5% | -30.2% | -20.4% |
| YTD | -35.5% | +22.4% | -57.8% | -43.3% |
| 1Y | -55.8% | +30.2% | -86.0% | -64.8% |
| All | -55.8% | +31.1% | -86.9% | -64.8% |
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