+80.6%
VTV vs EWJ
+50.5%
+30.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.3% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -1.0% | +0.8% | -1.8% | -1.4% |
| 3M | +4.6% | +7.5% | -2.9% | +0.7% |
| 6M | +13.5% | +15.6% | -2.1% | +5.1% |
| YTD | +18.5% | +22.7% | -4.2% | +6.1% |
| 1Y | +22.9% | +26.4% | -3.5% | +8.1% |
| 3Y | +67.8% | +72.5% | -4.7% | +22.1% |
| All | +80.6% | +50.5% | +30.1% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling