+125.9%
EWJ vs VT
+221.8%
-95.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +4.0% | +2.4% | +1.6% | +2.0% |
| 30D | -4.3% | -1.5% | -2.8% | -2.9% |
| 3M | -6.8% | -4.1% | -2.7% | -3.4% |
| 6M | -0.9% | +0.6% | -1.4% | -1.0% |
| YTD | +14.3% | +11.0% | +3.2% | +5.7% |
| 1Y | +15.3% | +13.3% | +2.0% | +4.9% |
| 3Y | +65.6% | +73.4% | -7.8% | +8.8% |
| 5Y | +47.5% | +57.4% | -10.0% | +3.7% |
| All | +125.9% | +221.8% | -95.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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