+25.0%
FLEX vs EWJ
+18.0%
+7.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.4% | -13.7% | -14.6% |
| 7D | -17.0% | -1.2% | -15.8% | -15.4% |
| 30D | -33.8% | -5.5% | -28.4% | -27.1% |
| 3M | -39.0% | -0.8% | -38.2% | -37.6% |
| 6M | -15.9% | +7.1% | -23.0% | -21.2% |
| YTD | +27.8% | +16.9% | +11.0% | +2.8% |
| 1Y | +25.0% | +18.2% | +6.8% | -1.2% |
| All | +25.0% | +18.0% | +7.0% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling