+205.5%
EWJ vs VTR
+1,484.0%
-1,278.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +1.0% | -2.9% | +3.9% | +1.5% |
| 30D | +1.0% | -2.8% | +3.8% | +1.4% |
| 3M | +7.2% | +9.0% | -1.8% | +5.3% |
| 6M | +13.9% | +5.0% | +8.9% | +12.4% |
| YTD | +20.8% | +16.9% | +3.9% | +17.0% |
| 1Y | +26.4% | +34.3% | -7.9% | +19.3% |
| 3Y | +71.8% | +131.6% | -59.8% | +46.3% |
| 5Y | +49.9% | +88.0% | -38.1% | +31.1% |
| 10Y | +140.0% | +97.8% | +42.2% | +94.6% |
| All | +205.5% | +1,484.0% | -1,278.5% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling