+18.2%
EWJ vs BBY
+33.0%
-14.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.0% | -6.6% | +0.9% |
| 7D | -1.2% | +4.5% | -5.7% | -1.4% |
| 30D | -5.5% | +16.0% | -21.5% | -6.2% |
| 3M | -0.8% | +18.6% | -19.4% | -1.7% |
| 6M | +7.1% | +80.1% | -73.0% | +3.3% |
| YTD | +16.9% | +57.4% | -40.5% | +13.6% |
| 1Y | +18.2% | +34.5% | -16.3% | +18.7% |
| All | +18.2% | +33.0% | -14.8% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling