+14.4%
FIX vs EWJ
+18.0%
-3.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.4% | -16.5% | -17.1% |
| 7D | -18.9% | -1.2% | -17.7% | -17.6% |
| 30D | -36.3% | -5.5% | -30.8% | -30.6% |
| 3M | -38.5% | -0.8% | -37.7% | -37.7% |
| 6M | -42.3% | +7.1% | -49.4% | -47.0% |
| YTD | +17.1% | +16.9% | +0.2% | -10.3% |
| 1Y | +14.4% | +18.2% | -3.8% | -13.8% |
| All | +14.4% | +18.0% | -3.6% | -13.8% |
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 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