+26.6%
BA vs EWJ
+122.8%
-96.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +2.0% |
| 7D | 0.0% | -2.4% | +2.4% | +2.4% |
| 30D | -8.9% | -7.6% | -1.3% | -0.7% |
| 3M | -25.5% | -5.9% | -19.6% | -20.9% |
| 6M | -27.0% | -1.5% | -25.5% | -27.1% |
| YTD | -20.1% | +12.6% | -32.7% | -33.3% |
| 1Y | -11.0% | +12.7% | -23.7% | -25.9% |
| 3Y | -11.8% | +63.1% | -74.9% | -56.9% |
| 5Y | -20.6% | +48.2% | -68.9% | -55.2% |
| 10Y | +26.6% | +123.1% | -96.5% | -54.2% |
| All | +26.6% | +122.8% | -96.2% | -54.2% |
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