+64.4%
EWJ vs VSXY
+37.5%
+26.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.8% | -18.7% | +19.5% | +2.4% |
| 3M | +7.5% | -4.0% | +11.5% | +7.5% |
| 6M | +15.6% | +67.5% | -51.9% | +8.8% |
| YTD | +22.7% | +39.7% | -16.9% | +17.0% |
| 1Y | +26.4% | +180.0% | -153.6% | +12.5% |
| 3Y | +72.5% | +337.3% | -264.8% | +40.6% |
| 5Y | +52.4% | +22.7% | +29.8% | +36.8% |
| All | +64.4% | +37.5% | +26.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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