+704.6%
BA vs EWJ
+156.6%
+547.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +1.2% | +2.5% | -1.4% | -0.4% |
| 30D | -11.6% | +3.3% | -14.9% | -13.5% |
| 3M | -2.4% | +5.0% | -7.4% | -5.5% |
| 6M | -6.6% | +11.5% | -18.2% | -13.0% |
| YTD | -2.2% | +22.4% | -24.6% | -14.3% |
| 1Y | -8.0% | +30.2% | -38.2% | -22.6% |
| 3Y | -5.0% | +72.8% | -77.8% | -33.0% |
| 5Y | -2.7% | +54.1% | -56.8% | -25.8% |
| 10Y | +75.9% | +140.6% | -64.7% | +10.5% |
| All | +704.6% | +156.6% | +547.9% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling