+726.2%
FLEX vs EWJ
+51.7%
+674.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.8% |
| 7D | +7.0% | +2.9% | +4.1% | +3.4% |
| 30D | -5.8% | +1.1% | -6.9% | -6.8% |
| 3M | -24.2% | +7.1% | -31.3% | -29.4% |
| 6M | +90.8% | +16.2% | +74.6% | +65.0% |
| YTD | +89.2% | +22.0% | +67.2% | +54.2% |
| 1Y | +104.7% | +26.2% | +78.5% | +61.1% |
| 3Y | +478.1% | +73.5% | +404.6% | +225.6% |
| 5Y | +726.2% | +52.7% | +673.5% | +403.5% |
| All | +726.2% | +51.7% | +674.5% | +403.5% |
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