+218.1%
EWJ vs URA
-31.1%
+249.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | +3.3% | +7.4% | -4.1% | +1.4% |
| 3M | +5.0% | -8.4% | +13.4% | +6.8% |
| 6M | +11.5% | -12.7% | +24.3% | +14.2% |
| YTD | +22.4% | +7.8% | +14.6% | +18.3% |
| 1Y | +30.2% | +19.5% | +10.8% | +21.4% |
| 3Y | +72.8% | +116.4% | -43.6% | +35.2% |
| 5Y | +54.1% | +134.3% | -80.2% | +13.2% |
| 10Y | +140.6% | +359.3% | -218.6% | +38.5% |
| All | +218.1% | -31.1% | +249.2% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling