+27.3%
BAC vs EWJ
+26.8%
+0.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -1.4% | +1.0% | -2.4% | -1.8% |
| 3M | +15.7% | +7.2% | +8.5% | +12.3% |
| 6M | +32.2% | +13.9% | +18.3% | +24.1% |
| YTD | +15.8% | +20.8% | -5.0% | +3.7% |
| 1Y | +27.3% | +26.4% | +0.9% | +11.5% |
| All | +27.3% | +26.8% | +0.5% | +11.5% |
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