-11.0%
FLUT vs EWJ
+139.2%
-150.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -3.6% | -1.5% | -2.1% | -2.9% |
| 30D | -0.3% | +0.2% | -0.5% | -0.4% |
| 3M | -12.6% | +8.6% | -21.2% | -16.5% |
| 6M | -8.0% | +12.1% | -20.1% | -13.9% |
| YTD | -54.1% | +20.1% | -74.2% | -58.8% |
| 1Y | -66.1% | +25.2% | -91.3% | -70.2% |
| 3Y | -45.0% | +70.8% | -115.8% | -58.9% |
| 5Y | -51.2% | +49.2% | -100.4% | -63.1% |
| All | -11.0% | +139.2% | -150.2% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling