-6.5%
FXI vs EWJ
+50.5%
-57.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -1.0% |
| 7D | -3.9% | +0.3% | -4.2% | -4.1% |
| 30D | -2.1% | +0.8% | -2.9% | -2.7% |
| 3M | -0.5% | +7.5% | -8.0% | -5.7% |
| 6M | -4.5% | +15.6% | -20.1% | -14.3% |
| YTD | -9.2% | +22.7% | -32.0% | -22.2% |
| 1Y | -13.8% | +26.4% | -40.2% | -27.8% |
| 3Y | +36.6% | +72.5% | -36.0% | -12.7% |
| All | -6.5% | +50.5% | -57.0% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling