-50.6%
FLUT vs EWJ
+50.3%
-100.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | -2.6% | +1.0% | -3.6% | -3.2% |
| 30D | +5.4% | +1.0% | +4.4% | +4.7% |
| 3M | -10.8% | +7.2% | -18.0% | -15.8% |
| 6M | -9.2% | +13.9% | -23.1% | -18.6% |
| YTD | -53.8% | +20.8% | -74.6% | -61.0% |
| 1Y | -66.0% | +26.4% | -92.4% | -72.3% |
| 3Y | -44.7% | +71.8% | -116.4% | -67.0% |
| 5Y | -50.6% | +49.9% | -100.5% | -67.8% |
| All | -50.6% | +50.3% | -100.9% | -67.8% |
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 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