+141.1%
BP vs EWJ
+50.3%
+90.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +4.0% | +1.0% | +3.0% | +3.5% |
| 30D | +7.8% | +1.0% | +6.9% | +7.3% |
| 3M | +8.4% | +7.2% | +1.1% | +4.5% |
| 6M | +15.1% | +13.9% | +1.2% | +7.0% |
| YTD | +36.4% | +20.8% | +15.6% | +22.1% |
| 1Y | +40.9% | +26.4% | +14.5% | +22.6% |
| 3Y | +38.8% | +71.8% | -32.9% | -2.8% |
| 5Y | +141.1% | +49.9% | +91.2% | +81.3% |
| All | +141.1% | +50.3% | +90.8% | +81.3% |
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