+134.0%
BP vs EWJ
+139.2%
-5.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | +5.7% | -1.5% | +7.2% | +6.9% |
| 30D | +8.1% | +0.2% | +7.9% | +7.7% |
| 3M | +8.6% | +8.6% | 0.0% | +0.9% |
| 6M | +18.1% | +12.1% | +6.0% | +5.5% |
| YTD | +37.6% | +20.1% | +17.5% | +15.2% |
| 1Y | +39.4% | +25.2% | +14.2% | +12.1% |
| 3Y | +40.1% | +70.8% | -30.7% | -18.5% |
| 5Y | +141.3% | +49.2% | +92.1% | +61.5% |
| All | +134.0% | +139.2% | -5.1% | +0.9% |
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