+154.7%
EWJ vs UL
+1,324.7%
-1,170.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | +1.1% | +0.9% | +0.2% | +0.7% |
| 3M | +7.1% | +14.2% | -7.1% | +1.8% |
| 6M | +16.2% | -3.2% | +19.4% | +16.5% |
| YTD | +22.0% | -0.3% | +22.3% | +21.0% |
| 1Y | +26.2% | -8.8% | +35.0% | +28.7% |
| 3Y | +73.5% | +23.9% | +49.6% | +57.4% |
| 5Y | +52.7% | +21.4% | +31.3% | +37.3% |
| 10Y | +138.5% | +66.7% | +71.8% | +85.4% |
| All | +154.7% | +1,324.7% | -1,170.0% | -1.0% |
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