+1,216.9%
VST vs EWJ
+140.0%
+1,076.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.2% |
| 7D | +8.9% | +2.5% | +6.4% | +6.5% |
| 30D | +6.2% | +3.3% | +2.9% | +3.1% |
| 3M | -2.7% | +5.0% | -7.7% | -7.1% |
| 6M | -8.4% | +11.5% | -19.9% | -17.3% |
| YTD | -7.2% | +22.4% | -29.6% | -23.0% |
| 1Y | -20.9% | +30.2% | -51.1% | -38.1% |
| 3Y | +384.0% | +72.8% | +311.2% | +199.6% |
| 5Y | +757.1% | +54.1% | +702.9% | +478.2% |
| All | +1,216.9% | +140.0% | +1,076.8% | +519.0% |
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 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