+50.4%
EWJ vs ULTA
+44.7%
+5.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.9% |
| 7D | +0.3% | -3.1% | +3.4% | +0.8% |
| 30D | +0.8% | +2.8% | -2.0% | +0.3% |
| 3M | +7.5% | +14.8% | -7.3% | +4.9% |
| 6M | +15.6% | -16.2% | +31.8% | +18.4% |
| YTD | +22.7% | -9.6% | +32.4% | +24.0% |
| 1Y | +26.4% | +4.8% | +21.6% | +24.2% |
| 3Y | +72.5% | +30.7% | +41.8% | +58.5% |
| All | +50.4% | +44.7% | +5.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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