+261.6%
EWJ vs VO
+827.2%
-565.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.5% | -0.3% | +2.8% | +2.7% |
| 30D | +3.3% | -0.3% | +3.6% | +3.6% |
| 3M | +5.0% | +2.9% | +2.0% | +2.9% |
| 6M | +11.5% | +9.3% | +2.2% | +4.8% |
| YTD | +22.4% | +14.2% | +8.2% | +11.5% |
| 1Y | +30.2% | +15.3% | +15.0% | +17.9% |
| 3Y | +72.8% | +56.2% | +16.6% | +25.4% |
| 5Y | +54.1% | +42.4% | +11.7% | +17.8% |
| 10Y | +140.6% | +194.7% | -54.1% | +3.8% |
| All | +261.6% | +827.2% | -565.6% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling