-0.9%
BA vs EWJ
+53.7%
-54.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | +1.2% | +2.5% | -1.4% | -1.0% |
| 30D | -11.6% | +3.3% | -14.9% | -14.2% |
| 3M | -2.4% | +5.0% | -7.4% | -6.9% |
| 6M | -6.6% | +11.5% | -18.2% | -15.7% |
| YTD | -2.2% | +22.4% | -24.6% | -19.6% |
| 1Y | -8.0% | +30.2% | -38.2% | -29.0% |
| 3Y | -5.0% | +72.8% | -77.8% | -46.0% |
| All | -0.9% | +53.7% | -54.7% | -36.6% |
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