+2,054.3%
FLUT vs EWJ
+394.9%
+1,659.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | +2.5% | -4.2% | -2.1% |
| 30D | +7.7% | +3.3% | +4.5% | +7.1% |
| 3M | -0.7% | +5.0% | -5.7% | -2.0% |
| 6M | -11.2% | +11.5% | -22.7% | -13.5% |
| YTD | -53.4% | +22.4% | -75.8% | -55.6% |
| 1Y | -65.8% | +30.2% | -96.0% | -67.8% |
| 3Y | -44.9% | +72.8% | -117.7% | -50.9% |
| 5Y | -49.7% | +54.1% | -103.8% | -54.7% |
| 10Y | -9.7% | +140.6% | -150.3% | -22.3% |
| All | +2,054.3% | +394.9% | +1,659.3% | +1,688.9% |
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