+822.6%
VOO vs EWJ
+234.8%
+587.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.3% |
| 7D | +0.5% | +2.9% | -2.3% | -1.4% |
| 30D | -0.9% | +1.1% | -2.0% | -1.7% |
| 3M | +3.9% | +7.1% | -3.2% | -1.2% |
| 6M | +14.5% | +16.2% | -1.6% | +2.7% |
| YTD | +13.0% | +22.0% | -9.0% | -2.5% |
| 1Y | +19.4% | +26.2% | -6.8% | +0.5% |
| 3Y | +78.9% | +73.5% | +5.4% | +18.5% |
| 5Y | +82.3% | +52.7% | +29.6% | +31.4% |
| 10Y | +314.2% | +138.5% | +175.7% | +121.6% |
| All | +822.6% | +234.8% | +587.8% | +283.5% |
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