+12,471.5%
FIX vs EWJ
+167.8%
+12,303.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.0% | +2.5% | +3.5% | +4.4% |
| 30D | -7.2% | +3.3% | -10.5% | -9.1% |
| 3M | -15.9% | +5.0% | -20.8% | -17.8% |
| 6M | +12.7% | +11.5% | +1.2% | +6.7% |
| YTD | +72.8% | +22.4% | +50.4% | +54.5% |
| 1Y | +122.9% | +30.2% | +92.7% | +92.3% |
| 3Y | +774.3% | +72.8% | +701.5% | +544.3% |
| 5Y | +2,049.5% | +54.1% | +1,995.3% | +1,597.0% |
| 10Y | +5,821.5% | +140.6% | +5,680.8% | +3,660.7% |
| All | +12,471.5% | +167.8% | +12,303.7% | +6,548.4% |
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