-8.0%
BA vs EWJ
+31.1%
-39.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +1.2% | +2.5% | -1.4% | -0.4% |
| 30D | -11.6% | +3.3% | -14.9% | -13.4% |
| 3M | -2.4% | +5.0% | -7.4% | -5.6% |
| 6M | -6.6% | +11.5% | -18.2% | -13.8% |
| YTD | -2.2% | +22.4% | -24.6% | -14.1% |
| 1Y | -8.0% | +30.2% | -38.2% | -20.0% |
| All | -8.0% | +31.1% | -39.2% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling