+23.6%
VRT vs EWJ
+14.0%
+9.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -4.1% |
| 7D | +10.5% | +4.0% | +6.5% | +4.1% |
| 30D | -9.3% | -4.3% | -5.1% | -2.0% |
| 3M | -29.6% | -6.8% | -22.8% | -20.3% |
| 6M | -45.4% | -0.9% | -44.5% | -42.7% |
| YTD | +24.8% | +14.3% | +10.5% | +5.6% |
| 1Y | +23.6% | +15.3% | +8.3% | +3.2% |
| All | +23.6% | +14.0% | +9.6% | +3.2% |
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 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