+138.0%
EWJ vs BUD
-22.5%
+160.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | +1.0% | -6.1% | +7.1% | +2.7% |
| 3M | +7.2% | -3.8% | +11.0% | +8.1% |
| 6M | +13.9% | +8.2% | +5.7% | +10.9% |
| YTD | +20.8% | +23.6% | -2.8% | +13.3% |
| 1Y | +26.4% | +33.4% | -7.1% | +15.9% |
| 3Y | +71.8% | +45.3% | +26.4% | +51.7% |
| 5Y | +49.9% | +44.3% | +5.6% | +30.5% |
| All | +138.0% | -22.5% | +160.6% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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