+50.4%
EWJ vs VNQ
+7.0%
+43.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.9% |
| 30D | +0.8% | -2.6% | +3.4% | +2.0% |
| 3M | +7.5% | -2.0% | +9.5% | +8.3% |
| 6M | +15.6% | +4.3% | +11.3% | +12.8% |
| YTD | +22.7% | +9.2% | +13.5% | +17.1% |
| 1Y | +26.4% | +5.6% | +20.8% | +22.6% |
| 3Y | +72.5% | +30.8% | +41.7% | +50.0% |
| All | +50.4% | +7.0% | +43.3% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 5y: compounded portfolio wealth divided by compounded VNQ 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…
5y analysis · Full analysis span regression · 6 months rolling