+21.7%
BAC vs EWJ
+47.7%
-26.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +1.5% | +3.6% | -2.1% | -0.9% |
| 30D | -6.4% | -6.0% | -0.4% | -2.6% |
| 3M | -21.7% | -6.5% | -15.2% | -18.4% |
| 6M | +0.5% | -0.1% | +0.6% | -0.4% |
| YTD | -6.7% | +13.9% | -20.6% | -16.6% |
| 1Y | -4.7% | +13.1% | -17.8% | -14.4% |
| 3Y | +96.1% | +65.0% | +31.1% | +26.9% |
| 5Y | +21.7% | +47.0% | -25.3% | -12.4% |
| All | +21.7% | +47.7% | -26.0% | -12.4% |
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