-80.9%
FIG vs EWJ
+36.3%
-117.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.3% |
| 7D | -14.5% | +1.0% | -15.5% | -14.4% |
| 30D | -13.3% | +1.0% | -14.3% | -13.3% |
| 3M | +7.4% | +7.2% | +0.2% | +6.6% |
| 6M | -27.8% | +13.9% | -41.7% | -30.6% |
| YTD | -41.1% | +20.8% | -61.9% | -47.7% |
| 1Y | -58.7% | +26.4% | -85.1% | -65.2% |
| All | -80.9% | +36.3% | -117.2% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling