+49.2%
EWJ vs BUD
+44.8%
+4.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.5% | -3.2% | +1.7% | -0.7% |
| 30D | +0.2% | -3.7% | +3.8% | +1.1% |
| 3M | +8.6% | -4.4% | +13.0% | +9.6% |
| 6M | +12.1% | +7.7% | +4.4% | +9.2% |
| YTD | +20.1% | +23.1% | -3.0% | +13.0% |
| 1Y | +25.2% | +33.6% | -8.5% | +15.1% |
| 3Y | +70.8% | +44.7% | +26.1% | +51.1% |
| 5Y | +49.2% | +44.9% | +4.2% | +29.4% |
| All | +49.2% | +44.8% | +4.4% | +29.4% |
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