-34.5%
UPS vs EWJ
+47.6%
-82.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.1% |
| 7D | -3.4% | -1.5% | -1.9% | -2.6% |
| 30D | -2.7% | +0.2% | -2.9% | -2.9% |
| 3M | -1.6% | +8.6% | -10.2% | -6.6% |
| 6M | +2.3% | +12.1% | -9.8% | -4.9% |
| YTD | +5.6% | +20.1% | -14.5% | -5.9% |
| 1Y | +27.1% | +25.2% | +1.9% | +10.3% |
| 3Y | -26.3% | +70.8% | -97.1% | -48.8% |
| 5Y | -34.5% | +49.2% | -83.6% | -51.7% |
| All | -34.5% | +47.6% | -82.1% | -51.7% |
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