+0.7%
FPS vs EWJ
+12.3%
-11.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -4.7% |
| 7D | -4.6% | -1.5% | -3.1% | -1.9% |
| 30D | -22.6% | +0.2% | -22.8% | -22.6% |
| 3M | -45.1% | +8.6% | -53.7% | -51.7% |
| 6M | -17.8% | +12.1% | -30.0% | -29.1% |
| All | +0.7% | +12.3% | -11.6% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling