+317.0%
BAX vs EWJ
+156.6%
+160.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.1% | +2.5% | -3.7% | -2.0% |
| 30D | -5.5% | +3.3% | -8.7% | -6.6% |
| 3M | +33.5% | +5.0% | +28.6% | +30.8% |
| 6M | +35.9% | +11.5% | +24.3% | +30.3% |
| YTD | +35.4% | +22.4% | +13.0% | +25.6% |
| 1Y | +9.8% | +30.2% | -20.5% | -0.4% |
| 3Y | -32.7% | +72.8% | -105.5% | -44.8% |
| 5Y | -65.6% | +54.1% | -119.7% | -70.8% |
| 10Y | -34.9% | +140.6% | -175.5% | -52.4% |
| All | +317.0% | +156.6% | +160.4% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling