+65.1%
EWJ vs VFC
+45.3%
+19.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.4% |
| 7D | +3.6% | -1.4% | +5.1% | +3.8% |
| 30D | -6.0% | +24.6% | -30.7% | -8.3% |
| 3M | -6.5% | +38.4% | -44.9% | -9.9% |
| 6M | -0.1% | +15.3% | -15.4% | -2.3% |
| YTD | +13.9% | +12.7% | +1.2% | +11.4% |
| 1Y | +13.1% | +32.7% | -19.6% | +8.6% |
| All | +65.1% | +45.3% | +19.8% | +53.6% |
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