+23.4%
BA vs EWJ
+125.7%
-102.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.9% |
| 7D | -0.6% | +3.6% | -4.2% | -4.8% |
| 30D | -8.0% | -6.0% | -2.0% | -1.8% |
| 3M | -25.8% | -6.5% | -19.3% | -20.5% |
| 6M | -27.6% | -0.1% | -27.5% | -28.9% |
| YTD | -21.0% | +13.9% | -34.9% | -34.9% |
| 1Y | -12.3% | +13.1% | -25.4% | -27.2% |
| 3Y | -12.8% | +65.0% | -77.8% | -58.0% |
| 5Y | -22.4% | +47.0% | -69.4% | -55.3% |
| All | +23.4% | +125.7% | -102.3% | -55.9% |
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