+47.1%
EWJ vs UUUU
+88.5%
-41.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | 0.0% |
| 7D | -1.5% | -5.0% | +3.5% | -1.0% |
| 30D | +0.2% | -7.8% | +7.9% | +0.8% |
| 3M | +8.6% | -0.4% | +9.0% | +8.2% |
| 6M | +12.1% | -32.9% | +45.0% | +14.9% |
| YTD | +20.1% | -6.3% | +26.4% | +18.3% |
| 1Y | +25.2% | +7.9% | +17.3% | +19.8% |
| 3Y | +70.8% | +85.2% | -14.4% | +48.5% |
| All | +47.1% | +88.5% | -41.4% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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