+262.4%
VST vs EWJ
+56.7%
+205.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.6% |
| 7D | -9.8% | -5.0% | -4.8% | -4.9% |
| 30D | -25.1% | -10.2% | -14.9% | -15.8% |
| 3M | -11.6% | -7.2% | -4.3% | -4.3% |
| 6M | -20.9% | -3.2% | -17.7% | -18.5% |
| YTD | -22.3% | +9.9% | -32.2% | -30.9% |
| 1Y | -32.0% | +11.0% | -43.0% | -40.2% |
| 3Y | +262.4% | +57.3% | +205.1% | +137.0% |
| All | +262.4% | +56.7% | +205.7% | +137.0% |
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