+12.9%
VUG vs EWJ
+26.9%
-14.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.3% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -1.0% | +0.8% | -1.7% | -1.4% |
| 3M | +3.5% | +7.5% | -4.0% | -0.7% |
| 6M | +14.2% | +15.6% | -1.4% | +5.2% |
| YTD | +8.5% | +22.7% | -14.2% | -4.4% |
| 1Y | +12.9% | +26.4% | -13.5% | -2.1% |
| All | +12.9% | +26.9% | -14.1% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling