+2,397.0%
VRT vs EWJ
+95.0%
+2,302.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.9% |
| 7D | -7.7% | -1.5% | -6.2% | -5.8% |
| 30D | -12.0% | +0.2% | -12.1% | -11.8% |
| 3M | -11.7% | +8.6% | -20.3% | -19.1% |
| 6M | -8.1% | +12.1% | -20.2% | -18.6% |
| YTD | +53.2% | +20.1% | +33.1% | +25.4% |
| 1Y | +81.7% | +25.2% | +56.5% | +41.6% |
| 3Y | +535.3% | +70.8% | +464.5% | +255.7% |
| 5Y | +916.4% | +49.2% | +867.2% | +534.6% |
| All | +2,397.0% | +95.0% | +2,302.0% | +990.2% |
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