+171.6%
BKR vs EWJ
+50.5%
+121.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -2.0% |
| 7D | -7.0% | +0.3% | -7.3% | -7.2% |
| 30D | -8.1% | +0.8% | -8.9% | -8.7% |
| 3M | -6.6% | +7.5% | -14.1% | -11.6% |
| 6M | +0.9% | +15.6% | -14.7% | -9.6% |
| YTD | +31.1% | +22.7% | +8.4% | +12.2% |
| 1Y | +27.7% | +26.4% | +1.3% | +6.9% |
| 3Y | +71.2% | +72.5% | -1.3% | +12.6% |
| All | +171.6% | +50.5% | +121.1% | +93.3% |
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