+9.4%
VG vs EWJ
+26.9%
-17.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.0% |
| 7D | -2.5% | +2.9% | -5.4% | -0.9% |
| 30D | +11.1% | +1.1% | +10.0% | +12.0% |
| 3M | +14.9% | +7.1% | +7.8% | +20.1% |
| 6M | +18.4% | +16.2% | +2.2% | +27.5% |
| YTD | +116.6% | +22.0% | +94.6% | +93.4% |
| 1Y | +9.4% | +26.2% | -16.8% | -6.0% |
| All | +9.4% | +26.9% | -17.5% | -6.0% |
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