+22.0%
USB vs EWJ
+41.8%
-19.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | -5.0% | +5.0% | +3.3% |
| 30D | +5.8% | -10.2% | +16.1% | +13.4% |
| 3M | -6.0% | -7.2% | +1.3% | -1.5% |
| 6M | +7.8% | -3.2% | +11.0% | +8.7% |
| YTD | +14.6% | +9.9% | +4.7% | +4.3% |
| 1Y | +31.8% | +11.0% | +20.8% | +18.9% |
| 3Y | +91.5% | +57.3% | +34.2% | +26.4% |
| All | +22.0% | +41.8% | -19.7% | -12.4% |
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