+113.0%
VWO vs EWJ
+144.4%
-31.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -1.0% |
| 7D | -1.8% | +0.3% | -2.1% | -2.0% |
| 30D | -0.1% | +0.8% | -0.9% | -0.8% |
| 3M | +2.2% | +7.5% | -5.3% | -3.5% |
| 6M | +8.8% | +15.6% | -6.8% | -2.9% |
| YTD | +12.4% | +22.7% | -10.3% | -4.5% |
| 1Y | +15.6% | +26.4% | -10.8% | -4.2% |
| 3Y | +62.5% | +72.5% | -10.0% | +2.3% |
| 5Y | +34.3% | +52.4% | -18.2% | -6.0% |
| All | +113.0% | +144.4% | -31.4% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling