+1,683.3%
BE vs EWJ
+70.3%
+1,613.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -1.3% |
| 7D | +23.9% | +1.0% | +22.9% | +22.2% |
| 30D | +27.8% | +1.0% | +26.9% | +26.8% |
| 3M | +3.7% | +7.2% | -3.5% | -2.6% |
| 6M | +78.0% | +13.9% | +64.1% | +54.5% |
| YTD | +209.9% | +20.8% | +189.1% | +149.3% |
| 1Y | +389.6% | +26.4% | +363.2% | +276.7% |
| All | +1,683.3% | +70.3% | +1,613.0% | +761.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling