+284.0%
FITB vs EWJ
+144.4%
+139.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -1.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.6% |
| 30D | -5.7% | +0.8% | -6.5% | -6.5% |
| 3M | +3.2% | +7.5% | -4.3% | -5.4% |
| 6M | +23.4% | +15.6% | +7.8% | +3.5% |
| YTD | +18.8% | +22.7% | -3.9% | -7.6% |
| 1Y | +25.0% | +26.4% | -1.4% | -6.4% |
| 3Y | +131.2% | +72.5% | +58.7% | +14.1% |
| 5Y | +70.7% | +52.4% | +18.2% | +0.2% |
| All | +284.0% | +144.4% | +139.6% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling