+2,432.1%
FISV vs EWJ
+157.4%
+2,274.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.2% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | 0.0% | +0.8% | -0.7% | -0.3% |
| 3M | -2.8% | +7.5% | -10.3% | -7.3% |
| 6M | -11.8% | +15.6% | -27.4% | -19.7% |
| YTD | -23.2% | +22.7% | -45.9% | -32.6% |
| 1Y | -62.0% | +26.4% | -88.4% | -67.1% |
| 3Y | -57.6% | +72.5% | -130.1% | -69.8% |
| 5Y | -53.4% | +52.4% | -105.8% | -64.5% |
| 10Y | +2.9% | +143.8% | -141.0% | -38.7% |
| All | +2,432.1% | +157.4% | +2,274.7% | +1,183.4% |
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