+49.2%
EWJ vs VIG
+61.5%
-12.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -1.5% | -2.2% | +0.7% | +0.4% |
| 30D | +0.2% | -3.2% | +3.4% | +3.0% |
| 3M | +8.6% | +3.0% | +5.6% | +5.8% |
| 6M | +12.1% | +8.1% | +4.0% | +5.0% |
| YTD | +20.1% | +9.1% | +11.0% | +11.8% |
| 1Y | +25.2% | +12.6% | +12.6% | +13.5% |
| 3Y | +70.8% | +55.4% | +15.4% | +20.3% |
| 5Y | +49.2% | +62.8% | -13.6% | +1.3% |
| All | +49.2% | +61.5% | -12.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling