+224.7%
EWJ vs VRSN
+7,135.0%
-6,910.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.0% | +1.4% | +2.6% | +3.8% |
| 30D | -4.3% | +3.9% | -8.1% | -4.7% |
| 3M | -6.8% | +9.3% | -16.1% | -7.9% |
| 6M | -0.9% | +6.7% | -7.5% | -2.0% |
| YTD | +14.3% | +30.0% | -15.8% | +9.9% |
| 1Y | +15.3% | +26.0% | -10.7% | +11.3% |
| 3Y | +65.6% | +53.1% | +12.5% | +55.3% |
| 5Y | +47.5% | +35.0% | +12.4% | +39.7% |
| 10Y | +126.2% | +291.7% | -165.5% | +88.0% |
| All | +224.7% | +7,135.0% | -6,910.3% | +109.3% |
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