+141.9%
EWJ vs URA
+346.2%
-204.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.9% |
| 7D | +0.3% | -5.5% | +5.8% | +1.5% |
| 30D | +0.8% | -3.7% | +4.5% | +1.5% |
| 3M | +7.5% | -2.9% | +10.4% | +7.8% |
| 6M | +15.6% | -15.2% | +30.8% | +18.9% |
| YTD | +22.7% | +1.9% | +20.9% | +20.4% |
| 1Y | +26.4% | +6.9% | +19.5% | +21.3% |
| 3Y | +72.5% | +99.6% | -27.1% | +39.3% |
| 5Y | +52.4% | +101.2% | -48.7% | +18.3% |
| All | +141.9% | +346.2% | -204.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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