+1,645.8%
FLUT vs EWJ
+362.1%
+1,283.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.7% | +4.0% | -4.7% | -1.5% |
| 30D | +9.3% | -4.3% | +13.5% | +10.1% |
| 3M | -17.5% | -6.8% | -10.7% | -16.4% |
| 6M | -14.6% | -0.9% | -13.7% | -14.8% |
| YTD | -62.3% | +14.3% | -76.5% | -63.6% |
| 1Y | -59.6% | +15.3% | -74.9% | -61.1% |
| 3Y | -45.3% | +65.6% | -110.9% | -50.9% |
| 5Y | -50.4% | +47.5% | -97.9% | -54.9% |
| 10Y | -26.8% | +126.2% | -153.0% | -36.2% |
| All | +1,645.8% | +362.1% | +1,283.7% | +1,368.4% |
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