-22.1%
BA vs EWJ
+41.8%
-63.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | -5.0% | +6.1% | +5.5% |
| 30D | -7.9% | -10.2% | +2.3% | +0.8% |
| 3M | -25.3% | -7.2% | -18.1% | -20.7% |
| 6M | -24.6% | -3.2% | -21.4% | -23.2% |
| YTD | -20.1% | +9.9% | -30.0% | -28.3% |
| 1Y | -11.8% | +11.0% | -22.7% | -21.6% |
| 3Y | -10.1% | +57.3% | -67.5% | -45.3% |
| All | -22.1% | +41.8% | -63.9% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling