+41.2%
USB vs EWJ
+53.7%
-12.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | +1.4% | +2.5% | -1.1% | -0.2% |
| 30D | -1.3% | +3.3% | -4.6% | -3.5% |
| 3M | +15.2% | +5.0% | +10.3% | +10.8% |
| 6M | +18.8% | +11.5% | +7.3% | +8.9% |
| YTD | +21.0% | +22.4% | -1.4% | +2.9% |
| 1Y | +34.0% | +30.2% | +3.8% | +8.3% |
| 3Y | +95.3% | +72.8% | +22.5% | +22.5% |
| All | +41.2% | +53.7% | -12.6% | -2.5% |
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