+42.5%
VG vs EWJ
+13.2%
+29.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +0.8% |
| 7D | -7.7% | -2.4% | -5.3% | -9.5% |
| 30D | -8.8% | -7.6% | -1.2% | -15.1% |
| 3M | -15.6% | -5.9% | -9.7% | -19.7% |
| 6M | +5.2% | -1.5% | +6.7% | +6.6% |
| YTD | +76.9% | +12.6% | +64.3% | +78.6% |
| 1Y | +42.5% | +12.7% | +29.8% | +43.3% |
| All | +42.5% | +13.2% | +29.3% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling