+5,993.3%
FIX vs EWJ
+137.9%
+5,855.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.7% |
| 7D | +6.1% | +2.9% | +3.2% | +2.6% |
| 30D | -2.7% | +1.1% | -3.8% | -3.8% |
| 3M | -10.9% | +7.1% | -18.1% | -16.8% |
| 6M | +29.0% | +16.2% | +12.8% | +10.5% |
| YTD | +76.9% | +22.0% | +54.9% | +43.4% |
| 1Y | +130.7% | +26.2% | +104.5% | +80.5% |
| 3Y | +790.7% | +73.5% | +717.2% | +390.0% |
| 5Y | +2,185.6% | +52.7% | +2,132.9% | +1,353.6% |
| 10Y | +5,993.3% | +138.5% | +5,854.8% | +2,441.8% |
| All | +5,993.3% | +137.9% | +5,855.4% | +2,441.8% |
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