+69.4%
USAR vs EWJ
+70.0%
-0.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.7% |
| 7D | -4.4% | +1.0% | -5.4% | -5.1% |
| 30D | -10.4% | +1.0% | -11.4% | -10.9% |
| 3M | -18.4% | +7.2% | -25.6% | -21.1% |
| 6M | -8.8% | +13.9% | -22.7% | -13.1% |
| YTD | +43.4% | +20.8% | +22.6% | +35.6% |
| 1Y | +21.0% | +26.4% | -5.4% | +14.3% |
| 3Y | +67.7% | +71.8% | -4.0% | +67.5% |
| All | +69.4% | +70.0% | -0.6% | +69.3% |
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 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