+32.7%
FITB vs EWJ
+14.0%
+18.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.8% | +4.0% | -1.2% | +1.3% |
| 30D | +9.8% | -4.3% | +14.0% | +11.4% |
| 3M | -5.2% | -6.8% | +1.7% | -2.9% |
| 6M | +17.3% | -0.9% | +18.2% | +17.1% |
| YTD | +19.3% | +14.3% | +5.0% | +8.8% |
| 1Y | +32.7% | +15.3% | +17.4% | +20.1% |
| All | +32.7% | +14.0% | +18.7% | +20.1% |
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 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