+2,010.2%
VRT vs EWJ
+85.0%
+1,925.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.4% |
| 7D | +18.6% | +3.6% | +15.0% | +13.8% |
| 30D | -11.7% | -6.0% | -5.6% | -3.7% |
| 3M | -27.3% | -6.5% | -20.8% | -19.9% |
| 6M | -42.9% | -0.1% | -42.8% | -41.3% |
| YTD | +29.5% | +13.9% | +15.6% | +14.4% |
| 1Y | +21.0% | +13.1% | +7.9% | +8.1% |
| 3Y | +403.1% | +65.0% | +338.1% | +197.0% |
| 5Y | +688.8% | +47.0% | +641.8% | +416.0% |
| All | +2,010.2% | +85.0% | +1,925.2% | +894.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling