+303.1%
FLEX vs EWJ
+67.1%
+235.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +1.2% |
| 7D | +2.2% | -1.9% | +4.1% | +5.8% |
| 30D | -32.6% | -5.3% | -27.3% | -26.8% |
| 3M | -35.5% | -4.3% | -31.2% | -30.5% |
| 6M | -45.6% | +0.4% | -46.0% | -44.2% |
| YTD | +30.7% | +14.7% | +16.0% | +15.8% |
| 1Y | +28.4% | +14.7% | +13.6% | +14.0% |
| All | +303.1% | +67.1% | +235.9% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling