+47.0%
EWJ vs BUD
+50.1%
-3.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.6% | -1.6% | +5.2% | +4.0% |
| 30D | -6.0% | +6.7% | -12.7% | -7.7% |
| 3M | -6.5% | +5.9% | -12.3% | -8.1% |
| 6M | -0.1% | +5.1% | -5.2% | -2.0% |
| YTD | +13.9% | +32.9% | -19.0% | +4.5% |
| 1Y | +13.1% | +31.8% | -18.7% | +4.0% |
| 3Y | +65.0% | +47.4% | +17.6% | +44.8% |
| 5Y | +47.0% | +50.8% | -3.8% | +24.7% |
| All | +47.0% | +50.1% | -3.1% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling