+18.2%
EWJ vs BN
-3.9%
+22.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | -0.6% |
| 7D | -1.2% | +12.0% | -13.2% | -5.0% |
| 30D | -5.5% | +17.0% | -22.5% | -10.6% |
| 3M | -0.8% | -3.2% | +2.4% | +0.3% |
| 6M | +7.1% | -3.9% | +10.9% | +8.2% |
| YTD | +16.9% | -5.6% | +22.5% | +16.1% |
| 1Y | +18.2% | -4.7% | +22.9% | +16.8% |
| All | +18.2% | -3.9% | +22.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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