+2,105.4%
FIX vs EWJ
+53.7%
+2,051.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | +6.0% | +2.5% | +3.5% | +3.1% |
| 30D | -7.2% | +3.3% | -10.5% | -10.5% |
| 3M | -15.9% | +5.0% | -20.8% | -19.6% |
| 6M | +12.7% | +11.5% | +1.2% | +1.4% |
| YTD | +72.8% | +22.4% | +50.4% | +40.8% |
| 1Y | +122.9% | +30.2% | +92.7% | +70.7% |
| 3Y | +774.3% | +72.8% | +701.5% | +403.0% |
| All | +2,105.4% | +53.7% | +2,051.7% | +1,259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling