+76.0%
VUG vs EWJ
+50.3%
+25.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.3% |
| 7D | +0.1% | +1.0% | -0.9% | -0.7% |
| 30D | -1.7% | +1.0% | -2.7% | -2.5% |
| 3M | +2.8% | +7.2% | -4.4% | -3.1% |
| 6M | +13.6% | +13.9% | -0.3% | +1.7% |
| YTD | +8.1% | +20.8% | -12.7% | -8.6% |
| 1Y | +13.1% | +26.4% | -13.3% | -8.3% |
| 3Y | +87.0% | +71.8% | +15.2% | +10.8% |
| 5Y | +76.0% | +49.9% | +26.1% | +14.4% |
| All | +76.0% | +50.3% | +25.7% | +14.4% |
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