+163.8%
EWJ vs VTEB
+25.5%
+138.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.9% |
| 30D | +0.8% | -2.5% | +3.3% | +2.3% |
| 3M | +7.5% | -3.0% | +10.5% | +9.5% |
| 6M | +15.6% | -2.1% | +17.7% | +17.2% |
| YTD | +22.7% | -1.5% | +24.2% | +24.0% |
| 1Y | +26.4% | +0.2% | +26.3% | +26.6% |
| 3Y | +72.5% | +8.6% | +64.0% | +65.2% |
| 5Y | +52.4% | +1.2% | +51.3% | +50.1% |
| 10Y | +143.8% | +18.1% | +125.8% | +156.1% |
| All | +163.8% | +25.5% | +138.3% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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