+141.9%
EWJ vs VMC
+156.6%
-14.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +0.3% | -3.8% | +4.1% | +1.2% |
| 30D | +0.8% | -9.7% | +10.5% | +3.3% |
| 3M | +7.5% | -9.6% | +17.1% | +9.9% |
| 6M | +15.6% | -4.8% | +20.4% | +16.5% |
| YTD | +22.7% | -10.9% | +33.6% | +25.5% |
| 1Y | +26.4% | -15.6% | +42.0% | +30.8% |
| 3Y | +72.5% | +19.3% | +53.2% | +63.2% |
| 5Y | +52.4% | +48.0% | +4.4% | +35.8% |
| All | +141.9% | +156.6% | -14.7% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling