+1,002.6%
VST vs EWJ
+115.6%
+887.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.6% |
| 7D | -9.8% | -5.0% | -4.8% | -5.6% |
| 30D | -25.1% | -10.2% | -14.9% | -17.3% |
| 3M | -11.6% | -7.2% | -4.3% | -5.3% |
| 6M | -20.9% | -3.2% | -17.7% | -18.6% |
| YTD | -22.3% | +9.9% | -32.2% | -28.8% |
| 1Y | -32.0% | +11.0% | -43.0% | -38.3% |
| 3Y | +262.4% | +57.3% | +205.1% | +145.2% |
| 5Y | +563.4% | +41.3% | +522.1% | +385.4% |
| 10Y | +1,120.7% | +117.5% | +1,003.2% | +535.5% |
| All | +1,002.6% | +115.6% | +887.0% | +471.9% |
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 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