+18.4%
BX vs EWJ
+50.5%
-32.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | 0.0% |
| 7D | -5.6% | +0.3% | -5.9% | -5.9% |
| 30D | -12.2% | +0.8% | -13.0% | -13.0% |
| 3M | +7.4% | +7.5% | -0.1% | -1.7% |
| 6M | +22.2% | +15.6% | +6.6% | +1.8% |
| YTD | -14.0% | +22.7% | -36.7% | -33.9% |
| 1Y | -27.3% | +26.4% | -53.7% | -46.4% |
| 3Y | +24.5% | +72.5% | -48.0% | -42.0% |
| All | +18.4% | +50.5% | -32.1% | -28.6% |
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