+69.8%
EWJ vs VFC
-27.2%
+97.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | +1.0% | -2.3% | +3.3% | +1.2% |
| 30D | +1.0% | -13.4% | +14.3% | +2.4% |
| 3M | +7.2% | -23.7% | +30.9% | +9.8% |
| 6M | +13.9% | -24.5% | +38.3% | +16.5% |
| YTD | +20.8% | -27.8% | +48.6% | +24.0% |
| 1Y | +26.4% | -13.5% | +39.8% | +27.0% |
| All | +69.8% | -27.2% | +97.0% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling