+596.2%
BP vs EWJ
+139.6%
+456.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.8% | +4.0% | -0.2% | +1.7% |
| 30D | -5.3% | -4.3% | -1.0% | -3.4% |
| 3M | +9.3% | -6.8% | +16.1% | +12.6% |
| 6M | +7.2% | -0.9% | +8.1% | +6.4% |
| YTD | +38.0% | +14.3% | +23.8% | +25.8% |
| 1Y | +33.2% | +15.3% | +17.9% | +20.7% |
| 3Y | +50.3% | +65.6% | -15.3% | +11.0% |
| 5Y | +114.1% | +47.5% | +66.6% | +67.7% |
| 10Y | +140.7% | +126.2% | +14.5% | +56.0% |
| All | +596.2% | +139.6% | +456.6% | +273.3% |
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