+948.1%
FIX vs EWJ
+41.8%
+906.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -17.5% | -5.0% | -12.5% | -12.3% |
| 30D | -41.6% | -10.2% | -31.3% | -33.5% |
| 3M | -40.6% | -7.2% | -33.4% | -34.8% |
| 6M | -49.4% | -3.2% | -46.2% | -46.5% |
| YTD | +9.2% | +9.9% | -0.7% | +0.9% |
| 1Y | +6.5% | +11.0% | -4.5% | -2.2% |
| 3Y | +448.7% | +57.3% | +391.4% | +250.6% |
| All | +948.1% | +41.8% | +906.3% | +650.5% |
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