+122.1%
URI vs EWJ
+72.2%
+49.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | -2.0% | +2.5% | -4.5% | -3.8% |
| 30D | -12.9% | +3.3% | -16.2% | -15.0% |
| 3M | -6.7% | +5.0% | -11.7% | -10.3% |
| 6M | +19.0% | +11.5% | +7.5% | +8.6% |
| YTD | +25.5% | +22.4% | +3.1% | +5.0% |
| 1Y | +5.5% | +30.2% | -24.7% | -16.5% |
| All | +122.1% | +72.2% | +49.9% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling