+221.8%
VT vs EWJ
+126.4%
+95.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +2.4% | +4.0% | -1.6% | -0.8% |
| 30D | -1.5% | -4.3% | +2.8% | +1.8% |
| 3M | -4.1% | -6.8% | +2.7% | +1.2% |
| 6M | +0.6% | -0.9% | +1.4% | +0.6% |
| YTD | +11.0% | +14.3% | -3.2% | -1.7% |
| 1Y | +13.3% | +15.3% | -2.0% | -0.4% |
| 3Y | +73.4% | +65.6% | +7.8% | +9.0% |
| 5Y | +57.4% | +47.5% | +10.0% | +9.3% |
| All | +221.8% | +126.4% | +95.4% | +54.9% |
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 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