+237.7%
EWJ vs VO
+825.6%
-588.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.0% | +3.1% | +0.9% | +1.7% |
| 30D | -4.3% | +2.2% | -6.5% | -5.7% |
| 3M | -6.8% | -2.5% | -4.3% | -5.0% |
| 6M | -0.9% | +7.0% | -7.8% | -5.4% |
| YTD | +14.3% | +14.0% | +0.3% | +4.4% |
| 1Y | +15.3% | +15.6% | -0.3% | +4.2% |
| 3Y | +65.6% | +66.2% | -0.6% | +15.3% |
| 5Y | +47.5% | +36.6% | +10.8% | +16.4% |
| 10Y | +126.2% | +199.0% | -72.8% | -3.3% |
| All | +237.7% | +825.6% | -588.0% | -49.9% |
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