+1,205.2%
VST vs EWJ
+126.6%
+1,078.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +3.9% |
| 7D | -0.5% | -1.5% | +1.0% | +0.7% |
| 30D | -17.1% | -6.5% | -10.5% | -11.7% |
| 3M | -4.6% | -5.6% | +1.0% | +0.7% |
| 6M | -9.1% | -0.3% | -8.8% | -8.8% |
| YTD | -16.6% | +13.9% | -30.5% | -26.0% |
| 1Y | -29.5% | +14.6% | -44.0% | -37.8% |
| 3Y | +297.5% | +66.6% | +230.9% | +155.8% |
| 5Y | +654.5% | +47.7% | +606.9% | +430.4% |
| 10Y | +1,205.2% | +126.0% | +1,079.2% | +559.4% |
| All | +1,205.2% | +126.6% | +1,078.6% | +559.4% |
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 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