+7,210.0%
URI vs EWJ
+237.2%
+6,972.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.8% | -5.0% | -4.8% | -6.0% |
| 30D | +1.7% | -10.2% | +12.0% | +10.9% |
| 3M | -9.1% | -7.2% | -1.8% | -3.5% |
| 6M | +9.9% | -3.2% | +13.1% | +12.2% |
| YTD | +31.2% | +9.9% | +21.3% | +20.1% |
| 1Y | +25.9% | +11.0% | +15.0% | +14.4% |
| 3Y | +147.4% | +57.3% | +90.1% | +69.2% |
| 5Y | +179.7% | +41.3% | +138.5% | +110.9% |
| 10Y | +1,419.5% | +117.5% | +1,302.1% | +788.5% |
| All | +7,210.0% | +237.2% | +6,972.8% | +3,483.3% |
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