-52.4%
FIS vs EWJ
+126.4%
-178.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +2.8% | +4.0% | -1.1% | +0.2% |
| 30D | -16.7% | -4.3% | -12.5% | -14.8% |
| 3M | -32.3% | -6.8% | -25.5% | -29.5% |
| 6M | -29.1% | -0.9% | -28.2% | -30.1% |
| YTD | -54.1% | +14.3% | -68.4% | -60.1% |
| 1Y | -53.7% | +15.3% | -69.0% | -60.1% |
| 3Y | -38.8% | +65.6% | -104.5% | -62.6% |
| 5Y | -71.1% | +47.5% | -118.6% | -80.5% |
| All | -52.4% | +126.4% | -178.8% | -77.0% |
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