+48.0%
BAX vs EWJ
+18.0%
+30.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.3% |
| 7D | +4.1% | -1.2% | +5.3% | +4.7% |
| 30D | +9.4% | -5.5% | +14.9% | +12.3% |
| 3M | -6.5% | -0.8% | -5.7% | -6.4% |
| 6M | +59.6% | +7.1% | +52.5% | +49.7% |
| YTD | +38.9% | +16.9% | +22.0% | +22.5% |
| 1Y | +48.0% | +18.2% | +29.8% | +29.9% |
| All | +48.0% | +18.0% | +30.0% | +29.9% |
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