+49.2%
EWJ vs SPXU
-85.5%
+134.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.1% |
| 7D | -1.5% | +6.4% | -7.8% | +0.1% |
| 30D | +0.2% | +5.9% | -5.8% | +1.8% |
| 3M | +8.6% | -11.7% | +20.3% | +5.9% |
| 6M | +12.1% | -28.7% | +40.8% | +4.7% |
| YTD | +20.1% | -26.4% | +46.4% | +13.5% |
| 1Y | +25.2% | -35.2% | +60.4% | +15.4% |
| 3Y | +70.8% | -79.8% | +150.6% | +28.6% |
| 5Y | +49.2% | -86.1% | +135.2% | +13.9% |
| All | +49.2% | -85.5% | +134.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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