+103.5%
V vs EWJ
+46.9%
+56.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +0.6% | -2.4% | +3.0% | +1.6% |
| 30D | +9.7% | -7.6% | +17.4% | +13.6% |
| 3M | +17.3% | -5.9% | +23.2% | +20.1% |
| 6M | +33.2% | -1.5% | +34.7% | +32.6% |
| YTD | +21.3% | +12.6% | +8.8% | +11.2% |
| 1Y | +27.3% | +12.7% | +14.7% | +16.5% |
| 3Y | +76.1% | +63.1% | +13.0% | +21.6% |
| 5Y | +103.5% | +48.2% | +55.2% | +51.1% |
| All | +103.5% | +46.9% | +56.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 5y: compounded portfolio wealth divided by compounded EWJ 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…
5y analysis · Full analysis span regression · 6 months rolling