+275.3%
UMC vs EWJ
+171.3%
+104.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +5.0% |
| 7D | +13.6% | +1.0% | +12.6% | +12.3% |
| 30D | +20.8% | +1.0% | +19.8% | +19.4% |
| 3M | +16.1% | +7.2% | +8.9% | +9.3% |
| 6M | +137.3% | +13.9% | +123.4% | +109.0% |
| YTD | +193.8% | +20.8% | +173.0% | +141.0% |
| 1Y | +236.1% | +26.4% | +209.7% | +161.5% |
| 3Y | +267.1% | +71.8% | +195.4% | +100.0% |
| 5Y | +145.3% | +49.9% | +95.4% | +57.5% |
| 10Y | +1,857.3% | +140.0% | +1,717.4% | +630.9% |
| All | +275.3% | +171.3% | +104.0% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling