-3.7%
FISV vs EWJ
+18.0%
-21.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.9% | +6.3% |
| 7D | +29.6% | -1.2% | +30.8% | +29.6% |
| 30D | +34.5% | -5.5% | +40.0% | +34.5% |
| 3M | +11.2% | -0.8% | +12.0% | +11.5% |
| 6M | -1.2% | +7.1% | -8.3% | -2.1% |
| YTD | -7.6% | +16.9% | -24.5% | -12.9% |
| 1Y | -3.7% | +18.2% | -21.9% | -9.5% |
| All | -3.7% | +18.0% | -21.7% | -9.5% |
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