+608.4%
VST vs EWJ
+47.4%
+561.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | +6.6% | +4.0% | +2.6% | +2.9% |
| 30D | -12.4% | -4.3% | -8.1% | -8.7% |
| 3M | -9.0% | -6.8% | -2.2% | -2.8% |
| 6M | -6.4% | -0.9% | -5.6% | -5.6% |
| YTD | -17.2% | +14.3% | -31.5% | -26.9% |
| 1Y | -22.0% | +15.3% | -37.3% | -31.7% |
| 3Y | +296.7% | +65.6% | +231.0% | +161.3% |
| All | +608.4% | +47.4% | +561.0% | +369.5% |
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