+2,252.1%
USB vs EWJ
+156.6%
+2,095.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | +1.4% | +2.5% | -1.1% | 0.0% |
| 30D | -1.3% | +3.3% | -4.6% | -3.2% |
| 3M | +15.2% | +5.0% | +10.3% | +11.3% |
| 6M | +18.8% | +11.5% | +7.3% | +10.3% |
| YTD | +21.0% | +22.4% | -1.4% | +6.1% |
| 1Y | +34.0% | +30.2% | +3.8% | +13.0% |
| 3Y | +95.3% | +72.8% | +22.5% | +38.5% |
| 5Y | +40.4% | +54.1% | -13.8% | +6.6% |
| 10Y | +107.3% | +140.6% | -33.3% | +25.4% |
| All | +2,252.1% | +156.6% | +2,095.5% | +1,048.5% |
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 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