+953.6%
VRT vs EWJ
+50.3%
+903.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -8.2% |
| 7D | +2.4% | +1.0% | +1.4% | +1.1% |
| 30D | -2.7% | +1.0% | -3.7% | -3.7% |
| 3M | -9.2% | +7.2% | -16.4% | -17.0% |
| 6M | -0.5% | +13.9% | -14.4% | -16.4% |
| YTD | +62.3% | +20.8% | +41.5% | +25.1% |
| 1Y | +109.6% | +26.4% | +83.2% | +50.8% |
| 3Y | +573.1% | +71.8% | +501.3% | +207.3% |
| 5Y | +953.6% | +49.9% | +903.8% | +409.2% |
| All | +953.6% | +50.3% | +903.4% | +409.2% |
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 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