+125.9%
EWJ vs VO
+197.6%
-71.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.0% | +3.1% | +0.9% | +1.9% |
| 30D | -4.3% | +2.2% | -6.5% | -5.5% |
| 3M | -6.8% | -2.5% | -4.3% | -5.1% |
| 6M | -0.9% | +7.0% | -7.8% | -5.0% |
| YTD | +14.3% | +14.0% | +0.3% | +5.3% |
| 1Y | +15.3% | +15.6% | -0.3% | +5.2% |
| 3Y | +65.6% | +66.2% | -0.6% | +20.2% |
| 5Y | +47.5% | +36.6% | +10.8% | +19.6% |
| All | +125.9% | +197.6% | -71.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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