+387.2%
BKR vs EWJ
+151.8%
+235.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.3% |
| 7D | -6.7% | -1.5% | -5.2% | -5.7% |
| 30D | -8.3% | +0.2% | -8.5% | -8.5% |
| 3M | -5.4% | +8.6% | -14.0% | -10.8% |
| 6M | +0.8% | +12.1% | -11.3% | -7.1% |
| YTD | +31.8% | +20.1% | +11.8% | +16.0% |
| 1Y | +28.6% | +25.2% | +3.4% | +10.1% |
| 3Y | +71.2% | +70.8% | +0.5% | +19.3% |
| 5Y | +179.2% | +49.2% | +130.1% | +111.6% |
| 10Y | +124.0% | +138.6% | -14.6% | +32.7% |
| All | +387.2% | +151.8% | +235.4% | +128.4% |
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