-8.8%
BA vs EWJ
+26.9%
-35.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +2.5% | +2.9% | -0.4% | +0.7% |
| 30D | -10.1% | +1.1% | -11.2% | -10.8% |
| 3M | -2.4% | +7.1% | -9.5% | -6.8% |
| 6M | -8.8% | +16.2% | -25.0% | -17.1% |
| YTD | -2.9% | +22.0% | -24.9% | -14.8% |
| 1Y | -8.8% | +26.2% | -35.0% | -21.2% |
| All | -8.8% | +26.9% | -35.6% | -21.2% |
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 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