+126.6%
EWJ vs VIG
+614.0%
-487.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | +1.0% | -1.2% | +2.2% | +2.1% |
| 30D | +1.0% | -2.8% | +3.8% | +3.6% |
| 3M | +7.2% | +2.5% | +4.8% | +5.0% |
| 6M | +13.9% | +8.1% | +5.8% | +6.5% |
| YTD | +20.8% | +9.6% | +11.2% | +11.7% |
| 1Y | +26.4% | +14.2% | +12.2% | +12.7% |
| 3Y | +71.8% | +56.1% | +15.6% | +16.3% |
| 5Y | +49.9% | +62.8% | -13.0% | -3.1% |
| 10Y | +140.0% | +248.2% | -108.2% | -26.5% |
| All | +126.6% | +614.0% | -487.4% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling