+123.4%
VRT vs EWJ
+31.1%
+92.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +3.8% |
| 7D | +9.1% | +2.5% | +6.6% | +5.5% |
| 30D | +0.9% | +3.3% | -2.3% | -3.3% |
| 3M | -13.4% | +5.0% | -18.4% | -17.7% |
| 6M | +11.7% | +11.5% | +0.1% | -1.4% |
| YTD | +73.2% | +22.4% | +50.8% | +40.3% |
| 1Y | +123.4% | +30.2% | +93.2% | +82.3% |
| All | +123.4% | +31.1% | +92.3% | +82.3% |
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