+125.9%
EWJ vs VSH
+115.4%
+10.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.3% |
| 7D | +4.0% | +14.3% | -10.4% | +0.7% |
| 30D | -4.3% | -7.9% | +3.6% | -3.4% |
| 3M | -6.8% | -19.9% | +13.0% | -3.6% |
| 6M | -0.9% | -30.5% | +29.6% | +3.0% |
| YTD | +14.3% | +85.7% | -71.4% | -7.5% |
| 1Y | +15.3% | +98.9% | -83.6% | -8.4% |
| 3Y | +65.6% | +32.1% | +33.5% | +39.2% |
| 5Y | +47.5% | +39.7% | +7.8% | +19.4% |
| All | +125.9% | +115.4% | +10.5% | +54.0% |
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