+9.8%
BAX vs EWJ
+31.1%
-21.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -1.1% | +2.5% | -3.7% | -2.4% |
| 30D | -5.5% | +3.3% | -8.7% | -7.1% |
| 3M | +33.5% | +5.0% | +28.6% | +29.1% |
| 6M | +35.9% | +11.5% | +24.3% | +24.4% |
| YTD | +35.4% | +22.4% | +13.0% | +17.4% |
| 1Y | +9.8% | +30.2% | -20.5% | -8.7% |
| All | +9.8% | +31.1% | -21.4% | -8.7% |
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