+376.5%
FIS vs EWJ
+248.0%
+128.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +1.1% | +2.5% | -1.4% | -0.5% |
| 30D | -2.2% | +3.3% | -5.5% | -4.2% |
| 3M | +2.1% | +5.0% | -2.8% | -1.8% |
| 6M | -14.7% | +11.5% | -26.2% | -21.8% |
| YTD | -35.7% | +22.4% | -58.1% | -44.7% |
| 1Y | -37.1% | +30.2% | -67.3% | -48.2% |
| 3Y | -20.0% | +72.8% | -92.8% | -46.2% |
| 5Y | -62.1% | +54.1% | -116.3% | -72.5% |
| 10Y | -37.4% | +140.6% | -178.0% | -65.6% |
| All | +376.5% | +248.0% | +128.5% | +89.1% |
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