+7,712.8%
URI vs EWJ
+249.5%
+7,463.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.6% | +3.2% | +4.0% |
| 7D | -4.0% | -1.5% | -2.6% | -2.8% |
| 30D | +6.8% | -6.5% | +13.3% | +12.8% |
| 3M | -2.8% | -5.6% | +2.8% | +1.8% |
| 6M | +20.9% | -0.3% | +21.1% | +20.7% |
| YTD | +40.2% | +13.9% | +26.3% | +24.9% |
| 1Y | +34.1% | +14.6% | +19.5% | +18.9% |
| 3Y | +164.1% | +66.6% | +97.5% | +72.7% |
| 5Y | +199.3% | +47.7% | +151.7% | +118.1% |
| 10Y | +1,218.8% | +126.0% | +1,092.8% | +649.2% |
| All | +7,712.8% | +249.5% | +7,463.3% | +3,625.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling