-46.6%
VG vs EWJ
+42.4%
-89.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.3% |
| 7D | +5.5% | -1.9% | +7.4% | +5.6% |
| 30D | -3.6% | -5.3% | +1.8% | -3.1% |
| 3M | -4.0% | -4.3% | +0.3% | -3.7% |
| 6M | +9.4% | +0.4% | +9.0% | +8.3% |
| YTD | +86.6% | +14.7% | +71.9% | +58.5% |
| 1Y | +69.5% | +14.7% | +54.8% | +44.0% |
| All | -46.6% | +42.4% | -89.0% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling