+141.9%
EWJ vs BN
+265.2%
-123.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +0.3% | -5.2% | +5.5% | +2.2% |
| 30D | +0.8% | -14.5% | +15.3% | +6.6% |
| 3M | +7.5% | -15.0% | +22.5% | +13.8% |
| 6M | +15.6% | -5.4% | +21.0% | +17.4% |
| YTD | +22.7% | -16.4% | +39.2% | +29.9% |
| 1Y | +26.4% | -16.2% | +42.7% | +33.4% |
| 3Y | +72.5% | +67.5% | +5.0% | +39.2% |
| 5Y | +52.4% | +34.1% | +18.3% | +30.1% |
| All | +141.9% | +265.2% | -123.3% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling