+136.7%
EWJ vs VFC
-70.4%
+207.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -1.5% | -3.3% | +1.8% | -1.0% |
| 30D | +0.2% | -14.0% | +14.2% | +2.5% |
| 3M | +8.6% | -22.6% | +31.2% | +12.4% |
| 6M | +12.1% | -24.7% | +36.9% | +16.3% |
| YTD | +20.1% | -29.0% | +49.1% | +25.4% |
| 1Y | +25.2% | -13.8% | +39.0% | +25.8% |
| 3Y | +70.8% | -28.2% | +99.0% | +64.6% |
| 5Y | +49.2% | -79.0% | +128.2% | +87.8% |
| All | +136.7% | -70.4% | +207.0% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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