+151.3%
EWJ vs VYM
+484.2%
-332.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.1% |
| 7D | -1.5% | -1.9% | +0.4% | 0.0% |
| 30D | +0.2% | -2.6% | +2.8% | +2.3% |
| 3M | +8.6% | +3.6% | +5.0% | +5.6% |
| 6M | +12.1% | +8.7% | +3.5% | +5.0% |
| YTD | +20.1% | +14.1% | +6.0% | +8.2% |
| 1Y | +25.2% | +17.8% | +7.4% | +10.0% |
| 3Y | +70.8% | +64.5% | +6.2% | +14.8% |
| 5Y | +49.2% | +77.5% | -28.4% | -6.1% |
| 10Y | +138.6% | +206.1% | -67.6% | -7.2% |
| All | +151.3% | +484.2% | -332.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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