+144.1%
UMC vs EWJ
+50.5%
+93.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +0.1% |
| 7D | +9.0% | +0.3% | +8.7% | +8.6% |
| 30D | +17.2% | +0.8% | +16.5% | +16.3% |
| 3M | +11.4% | +7.5% | +3.9% | +4.6% |
| 6M | +137.5% | +15.6% | +121.9% | +108.5% |
| YTD | +193.1% | +22.7% | +170.4% | +140.5% |
| 1Y | +240.3% | +26.4% | +213.9% | +170.0% |
| 3Y | +262.2% | +72.5% | +189.7% | +95.3% |
| All | +144.1% | +50.5% | +93.6% | +53.5% |
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