+71.8%
EWJ vs VLTO
+55.4%
+16.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | -6.0% | +18.7% | -24.7% | -8.7% |
| 3M | -6.5% | +21.7% | -28.2% | -9.6% |
| 6M | -0.1% | +35.8% | -35.9% | -6.0% |
| YTD | +13.9% | +18.3% | -4.4% | +10.6% |
| 1Y | +13.1% | +20.9% | -7.8% | +9.1% |
| 3Y | +65.0% | +68.8% | -3.8% | +54.2% |
| All | +71.8% | +55.4% | +16.4% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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