+115.0%
UMC vs EWJ
+18.0%
+97.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -3.6% |
| 7D | -14.7% | -1.2% | -13.5% | -13.4% |
| 30D | -32.9% | -5.5% | -27.4% | -28.3% |
| 3M | -22.2% | -0.8% | -21.4% | -21.2% |
| 6M | +25.9% | +7.1% | +18.8% | +22.9% |
| YTD | +107.9% | +16.9% | +91.0% | +101.5% |
| 1Y | +115.0% | +18.2% | +96.8% | +107.2% |
| All | +115.0% | +18.0% | +97.1% | +107.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling