+1,218.2%
BE vs EWJ
+47.6%
+1,170.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.0% |
| 7D | +9.7% | -1.5% | +11.2% | +12.6% |
| 30D | +22.4% | +0.2% | +22.2% | +23.0% |
| 3M | +10.4% | +8.6% | +1.8% | +0.7% |
| 6M | +67.9% | +12.1% | +55.7% | +45.8% |
| YTD | +197.5% | +20.1% | +177.4% | +132.2% |
| 1Y | +310.6% | +25.2% | +285.4% | +204.2% |
| 3Y | +1,657.2% | +70.8% | +1,586.5% | +661.1% |
| 5Y | +1,218.2% | +49.2% | +1,169.0% | +666.8% |
| All | +1,218.2% | +47.6% | +1,170.6% | +666.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling