-12.3%
BA vs EWJ
+13.3%
-25.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -0.6% | +3.6% | -4.2% | -2.6% |
| 30D | -8.0% | -6.0% | -2.0% | -4.7% |
| 3M | -25.8% | -6.5% | -19.3% | -22.9% |
| 6M | -27.6% | -0.1% | -27.5% | -28.2% |
| YTD | -21.0% | +13.9% | -34.9% | -28.1% |
| 1Y | -12.3% | +13.1% | -25.4% | -20.0% |
| All | -12.3% | +13.3% | -25.5% | -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