+39.7%
VGT vs EWJ
+31.1%
+8.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +1.0% | +2.5% | -1.5% | -0.9% |
| 30D | +1.3% | +3.3% | -2.0% | -1.2% |
| 3M | -1.1% | +5.0% | -6.1% | -4.8% |
| 6M | +32.6% | +11.5% | +21.1% | +22.3% |
| YTD | +29.0% | +22.4% | +6.6% | +10.8% |
| 1Y | +39.7% | +30.2% | +9.5% | +17.0% |
| All | +39.7% | +31.1% | +8.6% | +17.0% |
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