+141.9%
EWJ vs VIVK
-100.0%
+241.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.4% | +9.6% | +2.2% |
| 7D | +0.3% | -4.4% | +4.7% | +0.3% |
| 30D | +0.8% | -40.8% | +41.6% | +1.1% |
| 3M | +7.5% | -94.1% | +101.6% | +8.9% |
| 6M | +15.6% | -98.2% | +113.8% | +17.5% |
| YTD | +22.7% | -98.0% | +120.7% | +24.2% |
| 1Y | +26.4% | -100.0% | +126.4% | +30.1% |
| 3Y | +72.5% | -100.0% | +172.5% | +77.0% |
| 5Y | +52.4% | -100.0% | +152.4% | +56.4% |
| All | +141.9% | -100.0% | +241.9% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling