+3,644.4%
FIX vs EWJ
+122.8%
+3,521.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.8% |
| 7D | -13.9% | -2.4% | -11.6% | -11.2% |
| 30D | -35.5% | -7.6% | -27.9% | -28.8% |
| 3M | -33.9% | -5.9% | -28.0% | -28.5% |
| 6M | -43.3% | -1.5% | -41.9% | -41.3% |
| YTD | +18.7% | +12.6% | +6.1% | +6.1% |
| 1Y | +13.8% | +12.7% | +1.1% | +2.0% |
| 3Y | +495.0% | +63.1% | +431.9% | +251.0% |
| 5Y | +1,049.0% | +48.2% | +1,000.8% | +658.2% |
| 10Y | +3,644.4% | +123.1% | +3,521.3% | +1,515.7% |
| All | +3,644.4% | +122.8% | +3,521.6% | +1,515.7% |
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