+155.6%
EWJ vs BN
+12,752.8%
-12,597.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.5% | -2.5% | +5.0% | +3.4% |
| 30D | +3.3% | -9.5% | +12.8% | +6.9% |
| 3M | +5.0% | -10.4% | +15.4% | +8.9% |
| 6M | +11.5% | -6.4% | +17.9% | +13.6% |
| YTD | +22.4% | -11.9% | +34.3% | +27.0% |
| 1Y | +30.2% | -8.6% | +38.8% | +33.1% |
| 3Y | +72.8% | +77.6% | -4.7% | +37.7% |
| 5Y | +54.1% | +37.0% | +17.1% | +31.4% |
| 10Y | +140.6% | +266.4% | -125.8% | +40.2% |
| All | +155.6% | +12,752.8% | -12,597.2% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling