+209.9%
BKNG vs EWJ
+139.2%
+70.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | -10.7% | -1.5% | -9.2% | -9.5% |
| 30D | -18.1% | +0.2% | -18.3% | -18.4% |
| 3M | +8.5% | +8.6% | -0.1% | -0.2% |
| 6M | -0.1% | +12.1% | -12.2% | -11.6% |
| YTD | -18.2% | +20.1% | -38.3% | -33.0% |
| 1Y | -19.9% | +25.2% | -45.0% | -37.1% |
| 3Y | +41.6% | +70.8% | -29.2% | -21.7% |
| 5Y | +93.1% | +49.2% | +43.9% | +23.9% |
| All | +209.9% | +139.2% | +70.7% | +27.1% |
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