-38.3%
BAX vs EWJ
+139.2%
-177.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -5.4% | -1.5% | -3.9% | -4.6% |
| 30D | -12.4% | +0.2% | -12.6% | -12.6% |
| 3M | +19.1% | +8.6% | +10.5% | +12.9% |
| 6M | +38.6% | +12.1% | +26.5% | +28.6% |
| YTD | +26.7% | +20.1% | +6.6% | +12.8% |
| 1Y | +1.0% | +25.2% | -24.1% | -12.3% |
| 3Y | -33.9% | +70.8% | -104.6% | -52.9% |
| 5Y | -67.0% | +49.2% | -116.2% | -74.7% |
| All | -38.3% | +139.2% | -177.5% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling