+715.8%
VTV vs EWJ
+256.9%
+458.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | -0.7% | +1.0% | -1.7% | -1.3% |
| 30D | -0.5% | +1.0% | -1.5% | -1.2% |
| 3M | +5.3% | +7.2% | -1.9% | +0.1% |
| 6M | +12.9% | +13.9% | -1.0% | +2.7% |
| YTD | +18.5% | +20.8% | -2.3% | +3.4% |
| 1Y | +25.3% | +26.4% | -1.1% | +5.8% |
| 3Y | +68.2% | +71.8% | -3.6% | +13.5% |
| 5Y | +80.6% | +49.9% | +30.8% | +32.6% |
| 10Y | +232.9% | +140.0% | +92.9% | +78.3% |
| All | +715.8% | +256.9% | +458.8% | +231.6% |
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