+30.2%
EWJ vs VTR
+36.9%
-6.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.3% |
| 7D | +2.5% | -1.7% | +4.2% | +2.4% |
| 30D | +3.3% | -2.4% | +5.7% | +3.1% |
| 3M | +5.0% | +14.8% | -9.8% | +4.1% |
| 6M | +11.5% | +5.3% | +6.2% | +12.2% |
| YTD | +22.4% | +18.1% | +4.3% | +22.7% |
| 1Y | +30.2% | +36.7% | -6.5% | +28.1% |
| All | +30.2% | +36.9% | -6.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling