+81.9%
UBER vs EWJ
+47.6%
+34.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | -4.5% | -1.5% | -3.0% | -3.3% |
| 30D | -7.6% | +0.2% | -7.8% | -7.9% |
| 3M | +5.8% | +8.6% | -2.8% | -2.2% |
| 6M | +0.3% | +12.1% | -11.9% | -10.4% |
| YTD | -11.2% | +20.1% | -31.3% | -26.7% |
| 1Y | -23.0% | +25.2% | -48.2% | -39.1% |
| 3Y | +53.6% | +70.8% | -17.2% | -17.3% |
| 5Y | +81.9% | +49.2% | +32.7% | +20.5% |
| All | +81.9% | +47.6% | +34.3% | +20.5% |
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