+18.2%
EWJ vs BNS
+52.0%
-33.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | -0.1% |
| 7D | -1.2% | +2.0% | -3.2% | -2.2% |
| 30D | -5.5% | +7.8% | -13.2% | -9.0% |
| 3M | -0.8% | +11.7% | -12.5% | -6.5% |
| 6M | +7.1% | +28.2% | -21.2% | -7.7% |
| YTD | +16.9% | +34.8% | -17.9% | -3.5% |
| 1Y | +18.2% | +51.1% | -32.9% | -6.2% |
| All | +18.2% | +52.0% | -33.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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