+254.0%
EWJ vs VCLT
+103.3%
+150.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +1.1% | -0.6% | +1.7% | +1.2% |
| 3M | +7.1% | -2.2% | +9.4% | +7.6% |
| 6M | +16.2% | -2.9% | +19.1% | +16.8% |
| YTD | +22.0% | -2.1% | +24.0% | +22.5% |
| 1Y | +26.2% | -2.6% | +28.8% | +26.8% |
| 3Y | +73.5% | +12.5% | +61.0% | +70.8% |
| 5Y | +52.7% | -15.3% | +68.0% | +50.9% |
| 10Y | +138.5% | +16.6% | +121.9% | +143.7% |
| All | +254.0% | +103.3% | +150.7% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling