+222.5%
VT vs EWJ
+137.0%
+85.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +0.4% | +2.5% | -2.1% | -1.5% |
| 30D | +1.0% | +3.3% | -2.3% | -1.7% |
| 3M | +2.4% | +5.0% | -2.6% | -1.9% |
| 6M | +12.0% | +11.5% | +0.5% | +1.9% |
| YTD | +15.3% | +22.4% | -7.0% | -3.1% |
| 1Y | +22.6% | +30.2% | -7.6% | -2.4% |
| 3Y | +74.7% | +72.8% | +1.9% | +6.6% |
| 5Y | +66.1% | +54.1% | +12.0% | +11.8% |
| All | +222.5% | +137.0% | +85.5% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling