+137.3%
UMC vs EWJ
+16.4%
+120.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +5.4% |
| 7D | +13.6% | +1.0% | +12.6% | +11.8% |
| 30D | +20.8% | +1.0% | +19.8% | +18.9% |
| 3M | +16.1% | +7.2% | +8.9% | +7.4% |
| 6M | +137.3% | +13.9% | +123.4% | +110.4% |
| All | +137.3% | +16.4% | +120.9% | +110.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling