+213.8%
EWJ vs BAH
+886.2%
-672.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | +2.5% | -3.2% | +5.8% | +3.0% |
| 30D | +3.3% | +2.0% | +1.3% | +2.9% |
| 3M | +5.0% | -7.6% | +12.6% | +5.9% |
| 6M | +11.5% | -5.7% | +17.2% | +11.7% |
| YTD | +22.4% | -11.7% | +34.1% | +23.3% |
| 1Y | +30.2% | -27.4% | +57.6% | +35.4% |
| 3Y | +72.8% | -32.5% | +105.4% | +77.5% |
| 5Y | +54.1% | -3.3% | +57.5% | +44.9% |
| 10Y | +140.6% | +186.0% | -45.4% | +78.3% |
| All | +213.8% | +886.2% | -672.4% | +75.2% |
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 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