+54.0%
UNP vs EWJ
+50.5%
+3.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.4% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -2.7% | +0.8% | -3.5% | -3.1% |
| 3M | +6.5% | +7.5% | -1.0% | +2.9% |
| 6M | +14.4% | +15.6% | -1.2% | +6.3% |
| YTD | +24.8% | +22.7% | +2.1% | +12.4% |
| 1Y | +34.4% | +26.4% | +8.0% | +19.1% |
| 3Y | +43.6% | +72.5% | -28.9% | +5.8% |
| All | +54.0% | +50.5% | +3.4% | +14.8% |
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