+18.2%
EWJ vs VRSK
-8.8%
+27.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.5% |
| 7D | -1.2% | +4.2% | -5.4% | -0.4% |
| 30D | -5.5% | +21.2% | -26.7% | -1.9% |
| 3M | -0.8% | +2.9% | -3.7% | 0.0% |
| 6M | +7.1% | +11.3% | -4.2% | +9.9% |
| YTD | +16.9% | -10.8% | +27.7% | +16.7% |
| 1Y | +18.2% | -9.2% | +27.4% | +18.5% |
| All | +18.2% | -8.8% | +27.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling