+123.1%
EWJ vs VT
+217.6%
-94.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -2.4% | -0.1% | -2.2% | -2.2% |
| 30D | -7.6% | -3.1% | -4.6% | -5.1% |
| 3M | -5.9% | -3.5% | -2.4% | -2.9% |
| 6M | -1.5% | +0.5% | -1.9% | -1.5% |
| YTD | +12.6% | +10.8% | +1.8% | +4.3% |
| 1Y | +12.7% | +11.9% | +0.8% | +3.6% |
| 3Y | +63.1% | +73.0% | -9.9% | +7.4% |
| 5Y | +48.2% | +58.6% | -10.4% | +3.6% |
| 10Y | +123.1% | +219.2% | -96.1% | -10.3% |
| All | +123.1% | +217.6% | -94.5% | -10.3% |
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