+3,553.2%
FIX vs EWJ
+126.4%
+3,426.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.8% |
| 7D | +9.4% | +4.0% | +5.5% | +4.8% |
| 30D | -27.8% | -4.3% | -23.5% | -23.5% |
| 3M | -35.6% | -6.8% | -28.7% | -29.4% |
| 6M | -45.2% | -0.9% | -44.3% | -43.6% |
| YTD | +19.5% | +14.3% | +5.2% | +5.0% |
| 1Y | +24.2% | +15.3% | +8.9% | +8.3% |
| 3Y | +494.2% | +65.6% | +428.5% | +244.5% |
| 5Y | +1,036.1% | +47.5% | +988.7% | +655.1% |
| All | +3,553.2% | +126.4% | +3,426.8% | +1,451.8% |
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 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