+38.8%
FXI vs EWJ
+66.4%
-27.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.2% | +4.0% | -8.2% | -6.0% |
| 30D | -1.1% | -4.3% | +3.1% | +0.7% |
| 3M | -4.0% | -6.8% | +2.9% | -0.9% |
| 6M | -11.8% | -0.9% | -10.9% | -12.2% |
| YTD | -11.9% | +14.3% | -26.2% | -19.3% |
| 1Y | -16.1% | +15.3% | -31.4% | -23.6% |
| 3Y | +38.8% | +65.6% | -26.8% | -1.7% |
| All | +38.8% | +66.4% | -27.7% | -1.7% |
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