+137.7%
UAL vs EWJ
+51.7%
+86.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.5% |
| 7D | +3.5% | +2.9% | +0.6% | +0.2% |
| 30D | -16.5% | +1.1% | -17.5% | -17.4% |
| 3M | +2.8% | +7.1% | -4.3% | -5.1% |
| 6M | +17.6% | +16.2% | +1.4% | -0.8% |
| YTD | -3.2% | +22.0% | -25.2% | -23.1% |
| 1Y | +0.4% | +26.2% | -25.8% | -23.3% |
| 3Y | +128.2% | +73.5% | +54.7% | +19.8% |
| 5Y | +137.7% | +52.7% | +85.0% | +39.0% |
| All | +137.7% | +51.7% | +86.0% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling