+258.6%
EWJ vs VNQ
+382.8%
-124.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -1.5% | -2.6% | +1.1% | -0.4% |
| 30D | +0.2% | -2.3% | +2.5% | +1.1% |
| 3M | +8.6% | -2.8% | +11.4% | +9.6% |
| 6M | +12.1% | +2.5% | +9.6% | +10.8% |
| YTD | +20.1% | +8.4% | +11.6% | +16.0% |
| 1Y | +25.2% | +6.8% | +18.4% | +21.7% |
| 3Y | +70.8% | +29.9% | +40.8% | +52.7% |
| 5Y | +49.2% | +7.2% | +42.0% | +42.7% |
| 10Y | +138.6% | +62.5% | +76.1% | +89.2% |
| All | +258.6% | +382.8% | -124.2% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling