+246.7%
EWJ vs VRSN
+6,422.7%
-6,176.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.1% |
| 7D | +2.9% | -2.1% | +5.0% | +3.1% |
| 30D | +1.1% | -3.9% | +5.0% | +1.5% |
| 3M | +7.1% | -0.1% | +7.2% | +6.9% |
| 6M | +16.2% | +16.4% | -0.2% | +13.5% |
| YTD | +22.0% | +17.2% | +4.7% | +18.9% |
| 1Y | +26.2% | +1.0% | +25.2% | +25.2% |
| 3Y | +73.5% | +39.1% | +34.4% | +64.6% |
| 5Y | +52.7% | +29.0% | +23.7% | +45.5% |
| 10Y | +138.5% | +275.8% | -137.3% | +99.4% |
| All | +246.7% | +6,422.7% | -6,176.0% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling