+51.4%
EWJ vs BAH
-3.8%
+55.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +2.9% | -4.3% | +7.2% | +3.2% |
| 30D | +1.1% | -4.5% | +5.6% | +1.4% |
| 3M | +7.1% | -7.6% | +14.7% | +7.8% |
| 6M | +16.2% | -10.6% | +26.8% | +17.0% |
| YTD | +22.0% | -12.6% | +34.5% | +22.7% |
| 1Y | +26.2% | -27.0% | +53.2% | +29.2% |
| 3Y | +73.5% | -31.5% | +104.9% | +74.2% |
| All | +51.4% | -3.8% | +55.1% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling