+141.9%
EWJ vs VTRS
-48.4%
+190.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | +0.8% | +3.3% | -2.5% | +0.2% |
| 3M | +7.5% | +2.0% | +5.5% | +6.9% |
| 6M | +15.6% | +19.9% | -4.4% | +11.6% |
| YTD | +22.7% | +35.7% | -13.0% | +15.9% |
| 1Y | +26.4% | +68.1% | -41.7% | +14.9% |
| 3Y | +72.5% | +87.1% | -14.6% | +51.6% |
| 5Y | +52.4% | +47.6% | +4.8% | +36.6% |
| All | +141.9% | -48.4% | +190.2% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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