+170.2%
VEA vs EWJ
+133.3%
+36.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | 0.0% |
| 7D | +0.3% | +1.0% | -0.7% | -0.6% |
| 30D | +0.4% | +1.0% | -0.5% | -0.5% |
| 3M | +4.8% | +7.2% | -2.4% | -1.7% |
| 6M | +11.3% | +13.9% | -2.6% | -1.1% |
| YTD | +17.4% | +20.8% | -3.4% | -1.2% |
| 1Y | +26.2% | +26.4% | -0.2% | +1.8% |
| 3Y | +77.7% | +71.8% | +6.0% | +6.8% |
| 5Y | +60.9% | +49.9% | +11.1% | +9.1% |
| 10Y | +163.6% | +140.0% | +23.6% | +16.1% |
| All | +170.2% | +133.3% | +36.9% | +13.6% |
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