-45.3%
FLUT vs EWJ
+66.4%
-111.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.7% | +4.0% | -4.7% | -2.1% |
| 30D | +9.3% | -4.3% | +13.5% | +10.9% |
| 3M | -17.5% | -6.8% | -10.7% | -15.3% |
| 6M | -14.6% | -0.9% | -13.7% | -15.1% |
| YTD | -62.3% | +14.3% | -76.5% | -66.0% |
| 1Y | -59.6% | +15.3% | -74.9% | -63.9% |
| 3Y | -45.3% | +65.6% | -110.9% | -62.7% |
| All | -45.3% | +66.4% | -111.7% | -62.7% |
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