-53.1%
FISV vs EWJ
+50.5%
-103.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.5% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | 0.0% | +0.8% | -0.7% | -0.2% |
| 3M | -2.8% | +7.5% | -10.3% | -6.3% |
| 6M | -11.8% | +15.6% | -27.4% | -18.6% |
| YTD | -23.2% | +22.7% | -45.9% | -31.7% |
| 1Y | -62.0% | +26.4% | -88.4% | -66.7% |
| 3Y | -57.6% | +72.5% | -130.1% | -70.4% |
| All | -53.1% | +50.5% | -103.7% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling