+1,157.2%
URI vs EWJ
+137.9%
+1,019.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.9% |
| 7D | +2.5% | +2.9% | -0.4% | -0.9% |
| 30D | -12.5% | +1.1% | -13.6% | -13.8% |
| 3M | -6.2% | +7.1% | -13.3% | -14.4% |
| 6M | +25.9% | +16.2% | +9.7% | +2.5% |
| YTD | +26.2% | +22.0% | +4.2% | -4.4% |
| 1Y | +5.5% | +26.2% | -20.7% | -23.8% |
| 3Y | +125.0% | +73.5% | +51.5% | +1.6% |
| 5Y | +210.4% | +52.7% | +157.7% | +71.3% |
| 10Y | +1,157.2% | +138.5% | +1,018.7% | +315.0% |
| All | +1,157.2% | +137.9% | +1,019.3% | +315.0% |
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