+2,365.7%
FLEX vs EWJ
+140.6%
+2,225.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +2.0% |
| 7D | +2.2% | -1.9% | +4.1% | +4.8% |
| 30D | -32.6% | -5.3% | -27.3% | -28.5% |
| 3M | -35.5% | -4.3% | -31.2% | -31.9% |
| 6M | -45.6% | +0.4% | -46.0% | -44.4% |
| YTD | +30.7% | +14.7% | +16.0% | +19.1% |
| 1Y | +28.4% | +14.7% | +13.6% | +17.2% |
| 3Y | +301.7% | +66.2% | +235.5% | +166.3% |
| 5Y | +473.3% | +50.2% | +423.1% | +317.4% |
| 10Y | +651.7% | +127.1% | +524.7% | +308.3% |
| All | +2,365.7% | +140.6% | +2,225.2% | +922.5% |
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 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