+136.7%
EWJ vs VSH
+179.3%
-42.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | -1.5% | +3.1% | -4.6% | -2.2% |
| 30D | +0.2% | -5.7% | +5.9% | +1.3% |
| 3M | +8.6% | -42.5% | +51.1% | +20.8% |
| 6M | +12.1% | +82.7% | -70.5% | -6.8% |
| YTD | +20.1% | +118.2% | -98.1% | -4.9% |
| 1Y | +25.2% | +109.7% | -84.5% | -0.5% |
| 3Y | +70.8% | +35.3% | +35.5% | +45.5% |
| 5Y | +49.2% | +65.6% | -16.4% | +17.8% |
| All | +136.7% | +179.3% | -42.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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