+243.4%
EWJ vs BB
+314.8%
-71.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +4.0% | +1.8% | +2.1% | +3.8% |
| 30D | -4.3% | +8.1% | -12.4% | -5.1% |
| 3M | -6.8% | -1.0% | -5.8% | -7.2% |
| 6M | -0.9% | +45.9% | -46.8% | -5.6% |
| YTD | +14.3% | +134.8% | -120.6% | +3.6% |
| 1Y | +15.3% | +104.6% | -89.3% | +5.8% |
| 3Y | +65.6% | +152.8% | -87.2% | +44.8% |
| 5Y | +47.5% | -17.4% | +64.9% | +39.8% |
| 10Y | +126.2% | +22.4% | +103.8% | +87.2% |
| All | +243.4% | +314.8% | -71.3% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling