+155.6%
EWJ vs VFC
+350.0%
-194.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | +3.3% | -11.6% | +14.9% | +6.0% |
| 3M | +5.0% | -18.1% | +23.1% | +8.7% |
| 6M | +11.5% | -27.4% | +38.9% | +18.1% |
| YTD | +22.4% | -24.8% | +47.2% | +28.2% |
| 1Y | +30.2% | -8.2% | +38.4% | +29.1% |
| 3Y | +72.8% | -29.1% | +101.9% | +63.7% |
| 5Y | +54.1% | -79.2% | +133.3% | +96.5% |
| 10Y | +140.6% | -68.1% | +208.7% | +154.2% |
| All | +155.6% | +350.0% | -194.4% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling