+154.7%
EWJ vs VSH
+299.2%
-144.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +2.9% | +6.2% | -3.3% | +1.6% |
| 30D | +1.1% | -11.1% | +12.2% | +3.3% |
| 3M | +7.1% | -44.9% | +52.0% | +18.4% |
| 6M | +16.2% | +90.0% | -73.8% | -0.6% |
| YTD | +22.0% | +118.8% | -96.8% | +1.1% |
| 1Y | +26.2% | +109.0% | -82.8% | +5.0% |
| 3Y | +73.5% | +35.6% | +37.8% | +52.0% |
| 5Y | +52.7% | +66.7% | -14.0% | +26.8% |
| 10Y | +138.5% | +167.9% | -29.5% | +73.1% |
| All | +154.7% | +299.2% | -144.4% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling