+631.1%
VRT vs EWJ
+47.0%
+584.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -1.3% |
| 7D | -17.7% | -2.4% | -15.3% | -14.1% |
| 30D | -20.0% | -7.6% | -12.4% | -8.9% |
| 3M | -28.1% | -5.9% | -22.2% | -20.0% |
| 6M | -42.8% | -1.5% | -41.4% | -40.1% |
| YTD | +20.0% | +12.6% | +7.4% | +3.5% |
| 1Y | +3.5% | +12.7% | -9.2% | -10.6% |
| 3Y | +366.1% | +63.1% | +303.0% | +127.7% |
| All | +631.1% | +47.0% | +584.1% | +301.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling