+1,250.4%
VUG vs EWJ
+261.6%
+988.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -0.1% | +2.5% | -2.6% | -1.8% |
| 30D | -0.3% | +3.3% | -3.6% | -2.6% |
| 3M | -0.7% | +5.0% | -5.7% | -4.2% |
| 6M | +14.6% | +11.5% | +3.1% | +5.8% |
| YTD | +9.0% | +22.4% | -13.4% | -6.0% |
| 1Y | +14.9% | +30.2% | -15.3% | -5.3% |
| 3Y | +86.0% | +72.8% | +13.2% | +24.9% |
| 5Y | +76.7% | +54.1% | +22.6% | +28.8% |
| 10Y | +411.3% | +140.6% | +270.7% | +180.0% |
| All | +1,250.4% | +261.6% | +988.8% | +463.7% |
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 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