+292.8%
EWJ vs BNS
+1,463.9%
-1,171.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +1.0% | -1.3% | +2.3% | +1.6% |
| 30D | +1.0% | +4.0% | -3.0% | -1.0% |
| 3M | +7.2% | +13.8% | -6.6% | +0.8% |
| 6M | +13.9% | +32.7% | -18.8% | -0.2% |
| YTD | +20.8% | +27.6% | -6.8% | +7.7% |
| 1Y | +26.4% | +47.4% | -21.0% | +5.5% |
| 3Y | +71.8% | +129.0% | -57.2% | +16.3% |
| 5Y | +49.9% | +92.7% | -42.8% | +8.6% |
| 10Y | +140.0% | +182.1% | -42.1% | +40.9% |
| All | +292.8% | +1,463.9% | -1,171.1% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling