+210.4%
URI vs EWJ
+51.7%
+158.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.8% |
| 7D | +2.5% | +2.9% | -0.4% | -0.1% |
| 30D | -12.5% | +1.1% | -13.6% | -13.4% |
| 3M | -6.2% | +7.1% | -13.3% | -12.3% |
| 6M | +25.9% | +16.2% | +9.7% | +8.1% |
| YTD | +26.2% | +22.0% | +4.2% | +2.4% |
| 1Y | +5.5% | +26.2% | -20.7% | -17.4% |
| 3Y | +125.0% | +73.5% | +51.5% | +22.2% |
| 5Y | +210.4% | +52.7% | +157.7% | +92.9% |
| All | +210.4% | +51.7% | +158.7% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling