+1,934.0%
VRT vs EWJ
+85.6%
+1,848.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -4.0% |
| 7D | +10.5% | +4.0% | +6.5% | +5.6% |
| 30D | -9.3% | -4.3% | -5.1% | -3.5% |
| 3M | -29.6% | -6.8% | -22.8% | -22.1% |
| 6M | -45.4% | -0.9% | -44.5% | -43.3% |
| YTD | +24.8% | +14.3% | +10.5% | +9.8% |
| 1Y | +23.6% | +15.3% | +8.3% | +7.8% |
| 3Y | +379.7% | +65.6% | +314.0% | +181.8% |
| 5Y | +660.3% | +47.5% | +612.9% | +395.3% |
| All | +1,934.0% | +85.6% | +1,848.4% | +854.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling