+30.2%
EWJ vs VCLT
-0.4%
+30.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +2.5% | -0.5% | +3.0% | +3.0% |
| 30D | +3.3% | -0.9% | +4.1% | +4.2% |
| 3M | +5.0% | -3.2% | +8.2% | +8.8% |
| 6M | +11.5% | -3.8% | +15.4% | +15.1% |
| YTD | +22.4% | -2.0% | +24.4% | +25.0% |
| 1Y | +30.2% | -0.8% | +31.0% | +31.3% |
| All | +30.2% | -0.4% | +30.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling