+98.0%
VCIT vs EWJ
+253.7%
-155.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.3% | +2.5% | -2.9% | -0.5% |
| 30D | -0.8% | +3.3% | -4.0% | -0.9% |
| 3M | -1.0% | +5.0% | -6.0% | -1.3% |
| 6M | -1.8% | +11.5% | -13.4% | -2.4% |
| YTD | -0.7% | +22.4% | -23.1% | -1.7% |
| 1Y | +1.0% | +30.2% | -29.2% | -0.3% |
| 3Y | +18.8% | +72.8% | -54.0% | +15.9% |
| 5Y | +3.5% | +54.1% | -50.7% | +0.6% |
| 10Y | +29.2% | +140.6% | -111.4% | +25.5% |
| All | +98.0% | +253.7% | -155.7% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling