+1,182.4%
URI vs EWJ
+122.8%
+1,059.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -0.6% |
| 7D | -6.0% | -2.4% | -3.6% | -3.2% |
| 30D | +4.6% | -7.6% | +12.2% | +15.2% |
| 3M | -2.7% | -5.9% | +3.2% | +4.5% |
| 6M | +18.4% | -1.5% | +19.8% | +19.0% |
| YTD | +37.4% | +12.6% | +24.8% | +14.2% |
| 1Y | +30.4% | +12.7% | +17.7% | +8.2% |
| 3Y | +147.9% | +63.1% | +84.8% | +18.9% |
| 5Y | +202.1% | +48.2% | +153.8% | +68.4% |
| 10Y | +1,182.4% | +123.1% | +1,059.3% | +355.0% |
| All | +1,182.4% | +122.8% | +1,059.6% | +355.0% |
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