+141.9%
EWJ vs VRSN
+299.1%
-157.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +0.8% | +3.8% | -3.0% | -0.2% |
| 3M | +7.5% | +5.0% | +2.5% | +5.7% |
| 6M | +15.6% | +24.9% | -9.3% | +7.7% |
| YTD | +22.7% | +21.6% | +1.1% | +14.7% |
| 1Y | +26.4% | +2.4% | +24.0% | +24.1% |
| 3Y | +72.5% | +47.3% | +25.2% | +49.3% |
| 5Y | +52.4% | +34.7% | +17.7% | +33.4% |
| All | +141.9% | +299.1% | -157.2% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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