-40.7%
FIS vs EWJ
+139.2%
-179.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -8.9% | -1.5% | -7.4% | -7.9% |
| 30D | -9.9% | +0.2% | -10.1% | -10.1% |
| 3M | 0.0% | +8.6% | -8.6% | -6.6% |
| 6M | -22.9% | +12.1% | -35.0% | -30.4% |
| YTD | -40.9% | +20.1% | -61.0% | -49.8% |
| 1Y | -40.4% | +25.2% | -65.6% | -51.3% |
| 3Y | -25.4% | +70.8% | -96.1% | -54.6% |
| 5Y | -64.8% | +49.2% | -114.0% | -76.0% |
| All | -40.7% | +139.2% | -179.8% | -72.6% |
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