+130.0%
FITB vs EWJ
+69.3%
+60.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | -1.0% | -1.5% | +0.5% | -0.2% |
| 30D | -5.5% | +0.2% | -5.7% | -5.6% |
| 3M | +4.1% | +8.6% | -4.5% | -1.2% |
| 6M | +18.7% | +12.1% | +6.6% | +10.0% |
| YTD | +18.2% | +20.1% | -1.9% | +4.3% |
| 1Y | +23.7% | +25.2% | -1.5% | +6.1% |
| All | +130.0% | +69.3% | +60.7% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling