+2,260.0%
VGT vs EWJ
+256.9%
+2,003.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.6% |
| 7D | +1.5% | +1.0% | +0.5% | +0.7% |
| 30D | +0.5% | +1.0% | -0.5% | -0.2% |
| 3M | +5.3% | +7.2% | -2.0% | +0.1% |
| 6M | +32.4% | +13.9% | +18.6% | +20.4% |
| YTD | +28.6% | +20.8% | +7.8% | +11.5% |
| 1Y | +37.6% | +26.4% | +11.3% | +15.4% |
| 3Y | +125.5% | +71.8% | +53.7% | +50.1% |
| 5Y | +135.2% | +49.9% | +85.3% | +73.8% |
| 10Y | +812.9% | +140.0% | +672.9% | +395.1% |
| All | +2,260.0% | +256.9% | +2,003.0% | +852.0% |
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 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