+30.2%
EWJ vs VMC
-8.5%
+38.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +2.5% | -4.3% | +6.8% | +3.7% |
| 30D | +3.3% | -8.2% | +11.5% | +5.6% |
| 3M | +5.0% | -7.0% | +12.0% | +6.6% |
| 6M | +11.5% | -10.8% | +22.3% | +14.1% |
| YTD | +22.4% | -7.4% | +29.8% | +23.6% |
| 1Y | +30.2% | -9.5% | +39.7% | +32.0% |
| All | +30.2% | -8.5% | +38.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling