+131.3%
EWJ vs VEU
+188.7%
-57.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | +1.0% | +0.3% | +0.7% | +0.8% |
| 30D | +1.0% | +0.7% | +0.3% | +0.5% |
| 3M | +7.2% | +4.7% | +2.5% | +3.7% |
| 6M | +13.9% | +11.6% | +2.2% | +4.7% |
| YTD | +20.8% | +16.8% | +4.0% | +7.4% |
| 1Y | +26.4% | +24.9% | +1.5% | +6.7% |
| 3Y | +71.8% | +75.7% | -4.0% | +12.1% |
| 5Y | +49.9% | +56.1% | -6.2% | +6.8% |
| 10Y | +140.0% | +153.6% | -13.6% | +17.5% |
| All | +131.3% | +188.7% | -57.4% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling