+138.6%
EWJ vs UL
+1,396.4%
-1,257.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +4.0% | +1.1% | +2.8% | +3.6% |
| 30D | -4.3% | +4.5% | -8.8% | -5.8% |
| 3M | -6.8% | +6.5% | -13.3% | -9.0% |
| 6M | -0.9% | +18.2% | -19.1% | -7.2% |
| YTD | +14.3% | +4.7% | +9.6% | +11.2% |
| 1Y | +15.3% | +0.8% | +14.5% | +13.5% |
| 3Y | +65.6% | +35.9% | +29.7% | +45.3% |
| 5Y | +47.5% | +33.4% | +14.0% | +28.0% |
| 10Y | +126.2% | +106.9% | +19.3% | +62.5% |
| All | +138.6% | +1,396.4% | -1,257.8% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling