+259.3%
UPS vs EWJ
+140.1%
+119.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +3.8% | +4.0% | -0.2% | +1.8% |
| 30D | +17.4% | -4.3% | +21.6% | +19.8% |
| 3M | +8.2% | -6.8% | +15.0% | +11.8% |
| 6M | +17.9% | -0.9% | +18.8% | +18.0% |
| YTD | +18.7% | +14.3% | +4.4% | +10.5% |
| 1Y | +24.8% | +15.3% | +9.5% | +15.7% |
| 3Y | -4.5% | +65.6% | -70.2% | -26.7% |
| 5Y | -33.2% | +47.5% | -80.7% | -45.8% |
| 10Y | +44.2% | +126.2% | -81.9% | -4.6% |
| All | +259.3% | +140.1% | +119.2% | +107.5% |
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