+348.0%
VT vs EWJ
+143.6%
+204.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | +0.7% |
| 7D | -4.2% | -7.0% | +2.9% | +1.5% |
| 30D | -5.8% | -11.1% | +5.3% | +3.5% |
| 3M | -5.2% | -7.3% | +2.0% | +0.4% |
| 6M | +0.1% | -0.6% | +0.7% | 0.0% |
| YTD | +8.2% | +9.9% | -1.7% | -0.9% |
| 1Y | +10.1% | +11.2% | -1.1% | -0.2% |
| 3Y | +69.7% | +55.3% | +14.4% | +14.6% |
| 5Y | +53.4% | +41.3% | +12.1% | +11.6% |
| 10Y | +219.2% | +117.5% | +101.7% | +62.3% |
| All | +348.0% | +143.6% | +204.4% | +92.2% |
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