+194.1%
EWJ vs BAH
+1,077.1%
-882.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -1.9% | -1.6% | -0.3% | -1.6% |
| 30D | -5.3% | +18.0% | -23.4% | -7.9% |
| 3M | -4.3% | +11.4% | -15.7% | -6.2% |
| 6M | +0.4% | +17.7% | -17.3% | -2.9% |
| YTD | +14.7% | +5.4% | +9.4% | +12.1% |
| 1Y | +14.7% | +2.8% | +12.0% | +12.5% |
| 3Y | +66.2% | -26.7% | +92.8% | +69.1% |
| 5Y | +50.2% | +8.1% | +42.1% | +39.1% |
| 10Y | +127.1% | +202.5% | -75.5% | +67.5% |
| All | +194.1% | +1,077.1% | -882.9% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling