+115.4%
FOXA vs EWJ
+73.0%
+42.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +5.0% | +0.8% | +4.3% | +4.8% |
| 3M | -3.0% | +7.5% | -10.5% | -4.8% |
| 6M | +14.8% | +15.6% | -0.8% | +10.2% |
| YTD | -8.9% | +22.7% | -31.6% | -14.9% |
| 1Y | +13.3% | +26.4% | -13.1% | +4.5% |
| 3Y | +115.4% | +72.5% | +42.9% | +66.5% |
| All | +115.4% | +73.0% | +42.4% | +66.5% |
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