+49.9%
EWJ vs VO
+42.2%
+7.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | +1.0% | -0.6% | +1.6% | +1.4% |
| 30D | +1.0% | -1.9% | +2.9% | +2.4% |
| 3M | +7.2% | +3.3% | +4.0% | +4.9% |
| 6M | +13.9% | +9.7% | +4.2% | +6.9% |
| YTD | +20.8% | +12.6% | +8.2% | +11.5% |
| 1Y | +26.4% | +13.6% | +12.7% | +15.9% |
| 3Y | +71.8% | +56.8% | +14.9% | +27.8% |
| 5Y | +49.9% | +42.3% | +7.6% | +16.8% |
| All | +49.9% | +42.2% | +7.6% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling