+72.3%
BA vs EWJ
+137.9%
-65.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +2.5% | +2.9% | -0.4% | -0.9% |
| 30D | -10.1% | +1.1% | -11.2% | -11.4% |
| 3M | -2.4% | +7.1% | -9.5% | -10.7% |
| 6M | -8.8% | +16.2% | -25.0% | -24.7% |
| YTD | -2.9% | +22.0% | -24.9% | -25.4% |
| 1Y | -8.8% | +26.2% | -35.0% | -33.3% |
| 3Y | -0.3% | +73.5% | -73.7% | -54.0% |
| 5Y | -0.3% | +52.7% | -53.0% | -44.0% |
| 10Y | +72.3% | +138.5% | -66.1% | -43.8% |
| All | +72.3% | +137.9% | -65.6% | -43.8% |
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