+141.9%
EWJ vs UL
+66.7%
+75.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +0.3% | -3.4% | +3.7% | +1.2% |
| 30D | +0.8% | +0.5% | +0.3% | +0.6% |
| 3M | +7.5% | +7.2% | +0.3% | +5.1% |
| 6M | +15.6% | -3.1% | +18.6% | +15.9% |
| YTD | +22.7% | -2.7% | +25.5% | +22.9% |
| 1Y | +26.4% | -10.2% | +36.7% | +29.2% |
| 3Y | +72.5% | +20.3% | +52.3% | +61.0% |
| 5Y | +52.4% | +19.9% | +32.5% | +40.5% |
| All | +141.9% | +66.7% | +75.2% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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