+75.8%
BND vs EWJ
+130.8%
-55.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | -0.2% | +1.0% | -1.2% | -0.2% |
| 3M | -0.7% | +7.2% | -7.9% | -0.8% |
| 6M | -1.7% | +13.9% | -15.5% | -1.9% |
| YTD | -0.5% | +20.8% | -21.3% | -0.8% |
| 1Y | +0.4% | +26.4% | -26.0% | +0.1% |
| 3Y | +13.1% | +71.8% | -58.6% | +12.4% |
| 5Y | -2.1% | +49.9% | -52.0% | -2.9% |
| 10Y | +15.7% | +140.0% | -124.3% | +15.1% |
| All | +75.8% | +130.8% | -55.0% | +70.3% |
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 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