-79.9%
FIG vs EWJ
+38.5%
-118.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.8% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | -2.3% | +0.8% | -3.1% | -2.3% |
| 3M | +20.0% | +7.5% | +12.5% | +19.4% |
| 6M | -16.7% | +15.6% | -32.3% | -19.8% |
| YTD | -37.9% | +22.7% | -60.7% | -44.9% |
| 1Y | -58.5% | +26.4% | -85.0% | -64.8% |
| All | -79.9% | +38.5% | -118.4% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling