+155.6%
EWJ vs VMC
+2,136.2%
-1,980.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +5.0% | -7.0% | +12.0% | +6.7% |
| 6M | +11.5% | -10.8% | +22.3% | +14.5% |
| YTD | +22.4% | -7.4% | +29.8% | +24.1% |
| 1Y | +30.2% | -9.5% | +39.7% | +32.7% |
| 3Y | +72.8% | +20.5% | +52.3% | +61.4% |
| 5Y | +54.1% | +51.6% | +2.6% | +33.5% |
| 10Y | +140.6% | +150.0% | -9.4% | +70.2% |
| All | +155.6% | +2,136.2% | -1,980.6% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling