+49.2%
EWJ vs BB
-29.9%
+79.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -1.5% | -2.1% | +0.6% | -1.3% |
| 30D | +0.2% | -16.0% | +16.2% | +2.0% |
| 3M | +8.6% | -14.5% | +23.1% | +9.7% |
| 6M | +12.1% | +118.6% | -106.4% | +0.8% |
| YTD | +20.1% | +98.9% | -78.9% | +9.1% |
| 1Y | +25.2% | +99.5% | -74.3% | +13.2% |
| 3Y | +70.8% | +65.4% | +5.4% | +52.3% |
| 5Y | +49.2% | -27.6% | +76.8% | +43.2% |
| All | +49.2% | -29.9% | +79.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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