+69.8%
EWJ vs VMC
+17.4%
+52.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | 0.0% |
| 7D | +1.0% | -5.3% | +6.3% | +2.7% |
| 30D | +1.0% | -12.3% | +13.3% | +5.0% |
| 3M | +7.2% | -10.3% | +17.5% | +10.3% |
| 6M | +13.9% | -8.6% | +22.4% | +16.2% |
| YTD | +20.8% | -11.9% | +32.7% | +24.3% |
| 1Y | +26.4% | -13.9% | +40.3% | +30.8% |
| All | +69.8% | +17.4% | +52.4% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling