+262.2%
UMC vs EWJ
+73.0%
+189.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +0.4% |
| 7D | +9.0% | +0.3% | +8.7% | +8.7% |
| 30D | +17.2% | +0.8% | +16.5% | +16.4% |
| 3M | +11.4% | +7.5% | +3.9% | +5.8% |
| 6M | +137.5% | +15.6% | +121.9% | +115.0% |
| YTD | +193.1% | +22.7% | +170.4% | +152.8% |
| 1Y | +240.3% | +26.4% | +213.9% | +186.5% |
| 3Y | +262.2% | +72.5% | +189.7% | +131.0% |
| All | +262.2% | +73.0% | +189.2% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling