+96.5%
UAL vs EWJ
+127.4%
-30.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -4.4% |
| 7D | +2.3% | -1.9% | +4.1% | +4.6% |
| 30D | +13.3% | -5.3% | +18.7% | +21.9% |
| 3M | -6.3% | -4.3% | -2.0% | -0.6% |
| 6M | +22.5% | +0.4% | +22.1% | +21.0% |
| YTD | +5.9% | +14.7% | -8.9% | -13.1% |
| 1Y | +24.7% | +14.7% | +9.9% | +2.2% |
| 3Y | +211.6% | +66.2% | +145.4% | +48.4% |
| 5Y | +130.6% | +50.2% | +80.4% | +29.9% |
| 10Y | +96.5% | +127.1% | -30.6% | -36.6% |
| All | +96.5% | +127.4% | -30.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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