+301.1%
VST vs EWJ
+65.9%
+235.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.6% |
| 7D | +19.2% | +3.6% | +15.5% | +14.8% |
| 30D | -17.2% | -6.0% | -11.1% | -11.3% |
| 3M | -8.1% | -6.5% | -1.7% | -1.2% |
| 6M | -8.1% | -0.1% | -8.0% | -8.3% |
| YTD | -16.3% | +13.9% | -30.2% | -28.3% |
| 1Y | -24.1% | +13.1% | -37.2% | -34.5% |
| All | +301.1% | +65.9% | +235.2% | +153.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling