-51.1%
FIS vs EWJ
+18.0%
-69.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.4% | -25.0% | -23.4% |
| 7D | -18.4% | -1.2% | -17.2% | -18.4% |
| 30D | -11.4% | -5.5% | -5.9% | -11.6% |
| 3M | -32.0% | -0.8% | -31.2% | -31.8% |
| 6M | -35.6% | +7.1% | -42.7% | -35.4% |
| YTD | -53.8% | +16.9% | -70.7% | -54.8% |
| 1Y | -51.1% | +18.2% | -69.3% | -52.3% |
| All | -51.1% | +18.0% | -69.0% | -52.3% |
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