+54.5%
USAR vs EWJ
+72.8%
-18.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.6% |
| 7D | -11.6% | +0.3% | -11.9% | -11.8% |
| 30D | -15.5% | +0.8% | -16.3% | -15.9% |
| 3M | -31.0% | +7.5% | -38.5% | -33.7% |
| 6M | -26.2% | +15.6% | -41.8% | -30.5% |
| YTD | +30.8% | +22.7% | +8.0% | +22.3% |
| 1Y | +7.1% | +26.4% | -19.3% | 0.0% |
| 3Y | +53.0% | +72.5% | -19.5% | +51.0% |
| All | +54.5% | +72.8% | -18.3% | +52.6% |
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