+141.9%
EWJ vs VEU
+155.0%
-13.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.3% |
| 7D | +0.3% | -1.4% | +1.7% | +1.5% |
| 30D | +0.8% | -0.4% | +1.2% | +1.2% |
| 3M | +7.5% | +2.5% | +5.0% | +5.4% |
| 6M | +15.6% | +11.1% | +4.4% | +5.8% |
| YTD | +22.7% | +16.5% | +6.2% | +8.0% |
| 1Y | +26.4% | +22.9% | +3.5% | +6.4% |
| 3Y | +72.5% | +73.4% | -0.9% | +9.9% |
| 5Y | +52.4% | +56.1% | -3.6% | +5.2% |
| All | +141.9% | +155.0% | -13.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling