+2,262.1%
BNY vs EWJ
+157.4%
+2,104.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.6% |
| 7D | -1.3% | +0.3% | -1.6% | -1.6% |
| 30D | -0.2% | +0.8% | -1.0% | -0.8% |
| 3M | +14.9% | +7.5% | +7.4% | +8.5% |
| 6M | +40.0% | +15.6% | +24.4% | +24.6% |
| YTD | +42.0% | +22.7% | +19.2% | +20.5% |
| 1Y | +56.9% | +26.4% | +30.4% | +30.1% |
| 3Y | +289.9% | +72.5% | +217.3% | +152.4% |
| 5Y | +259.2% | +52.4% | +206.7% | +155.1% |
| 10Y | +413.3% | +143.8% | +269.4% | +162.2% |
| All | +2,262.1% | +157.4% | +2,104.7% | +817.2% |
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