+227.0%
UPS vs EWJ
+157.2%
+69.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -2.9% | +2.5% | -5.4% | -4.1% |
| 30D | -3.5% | +3.3% | -6.8% | -5.1% |
| 3M | -5.7% | +5.0% | -10.7% | -8.1% |
| 6M | -4.4% | +11.5% | -15.9% | -9.6% |
| YTD | +8.0% | +22.4% | -14.4% | -2.6% |
| 1Y | +29.0% | +30.2% | -1.2% | +12.8% |
| 3Y | -27.7% | +72.8% | -100.5% | -45.5% |
| 5Y | -34.3% | +54.1% | -88.5% | -47.9% |
| 10Y | +37.8% | +140.6% | -102.8% | -11.5% |
| All | +227.0% | +157.2% | +69.8% | +82.9% |
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