+557.3%
BA vs EWJ
+130.5%
+426.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | -5.0% | +6.1% | +4.3% |
| 30D | -7.9% | -10.2% | +2.3% | -1.6% |
| 3M | -25.3% | -7.2% | -18.1% | -21.9% |
| 6M | -24.6% | -3.2% | -21.4% | -23.3% |
| YTD | -20.1% | +9.9% | -30.0% | -25.2% |
| 1Y | -11.8% | +11.0% | -22.7% | -18.0% |
| 3Y | -10.1% | +57.3% | -67.5% | -32.9% |
| 5Y | -22.7% | +41.3% | -64.0% | -37.8% |
| 10Y | +35.1% | +117.5% | -82.4% | -9.7% |
| All | +557.3% | +130.5% | +426.8% | +249.8% |
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