+267.8%
EWJ vs BB
+258.8%
+9.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | -5.6% | +8.2% | +3.1% |
| 30D | +3.3% | -11.8% | +15.1% | +4.4% |
| 3M | +5.0% | -25.5% | +30.5% | +7.3% |
| 6M | +11.5% | +121.3% | -109.7% | +2.2% |
| YTD | +22.4% | +103.2% | -80.8% | +13.0% |
| 1Y | +30.2% | +102.6% | -72.4% | +19.8% |
| 3Y | +72.8% | +37.5% | +35.3% | +60.0% |
| 5Y | +54.1% | -30.4% | +84.6% | +48.6% |
| 10Y | +140.6% | 0.0% | +140.6% | +103.6% |
| All | +267.8% | +258.8% | +9.0% | +126.6% |
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