+141.9%
EWJ vs BBY
+252.7%
-110.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.6% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +0.8% | +9.4% | -8.6% | -1.0% |
| 3M | +7.5% | +19.3% | -11.8% | +3.7% |
| 6M | +15.6% | +47.9% | -32.3% | +6.5% |
| YTD | +22.7% | +39.6% | -16.8% | +14.0% |
| 1Y | +26.4% | +22.2% | +4.2% | +20.2% |
| 3Y | +72.5% | +45.0% | +27.6% | +54.7% |
| 5Y | +52.4% | +2.6% | +49.9% | +42.7% |
| All | +141.9% | +252.7% | -110.8% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling