+57.3%
EWJ vs VLTO
+69.5%
-12.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.0% | +5.4% | -10.4% | -5.8% |
| 30D | -10.2% | +22.3% | -32.5% | -13.5% |
| 3M | -7.2% | +19.6% | -26.9% | -10.2% |
| 6M | -3.2% | +35.2% | -38.4% | -9.2% |
| YTD | +9.9% | +17.9% | -7.9% | +6.7% |
| 1Y | +11.0% | +19.5% | -8.5% | +7.2% |
| 3Y | +57.3% | +73.9% | -16.6% | +48.6% |
| All | +57.3% | +69.5% | -12.1% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling