+125.9%
EWJ vs BAH
+198.8%
-72.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +4.0% | +1.7% | +2.3% | +3.7% |
| 30D | -4.3% | +20.8% | -25.0% | -6.7% |
| 3M | -6.8% | +11.6% | -18.4% | -8.4% |
| 6M | -0.9% | +23.1% | -24.0% | -4.3% |
| YTD | +14.3% | +5.3% | +9.0% | +12.2% |
| 1Y | +15.3% | +6.1% | +9.2% | +12.9% |
| 3Y | +65.6% | -27.5% | +93.1% | +68.8% |
| 5Y | +47.5% | +6.2% | +41.3% | +36.2% |
| All | +125.9% | +198.8% | -72.8% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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