+7,843.3%
FIX vs EWJ
+140.5%
+7,702.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -17.5% | -5.0% | -12.5% | -14.6% |
| 30D | -41.6% | -10.2% | -31.3% | -37.2% |
| 3M | -40.6% | -7.2% | -33.4% | -37.4% |
| 6M | -49.4% | -3.2% | -46.2% | -47.6% |
| YTD | +9.2% | +9.9% | -0.7% | +5.0% |
| 1Y | +6.5% | +11.0% | -4.5% | +2.0% |
| 3Y | +448.7% | +57.3% | +391.4% | +330.9% |
| 5Y | +948.7% | +41.3% | +907.5% | +780.7% |
| 10Y | +3,659.7% | +117.5% | +3,542.2% | +2,462.1% |
| All | +7,843.3% | +140.5% | +7,702.8% | +4,417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling