+1,135.8%
URI vs EWJ
+126.4%
+1,009.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.7% |
| 7D | +6.7% | +4.0% | +2.8% | +2.0% |
| 30D | +8.9% | -4.3% | +13.1% | +14.8% |
| 3M | +0.5% | -6.8% | +7.3% | +9.4% |
| 6M | +20.7% | -0.9% | +21.6% | +20.6% |
| YTD | +40.0% | +14.3% | +25.8% | +14.4% |
| 1Y | +34.4% | +15.3% | +19.1% | +8.5% |
| 3Y | +149.5% | +65.6% | +83.9% | +17.4% |
| 5Y | +205.6% | +47.5% | +158.1% | +73.0% |
| All | +1,135.8% | +126.4% | +1,009.5% | +329.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling