+239.9%
FIS vs EWJ
+224.9%
+15.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +2.8% | +4.0% | -1.1% | +0.4% |
| 30D | -16.7% | -4.3% | -12.5% | -14.9% |
| 3M | -32.3% | -6.8% | -25.5% | -29.8% |
| 6M | -29.1% | -0.9% | -28.2% | -29.9% |
| YTD | -54.1% | +14.3% | -68.4% | -59.1% |
| 1Y | -53.7% | +15.3% | -69.0% | -59.0% |
| 3Y | -38.8% | +65.6% | -104.5% | -58.1% |
| 5Y | -71.1% | +47.5% | -118.6% | -78.6% |
| 10Y | -53.1% | +126.2% | -179.3% | -73.4% |
| All | +239.9% | +224.9% | +15.0% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling