+148.0%
VXUS vs EWJ
+140.6%
+7.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | 0.0% |
| 7D | +0.3% | +1.0% | -0.7% | -0.5% |
| 30D | +0.7% | +1.0% | -0.3% | -0.2% |
| 3M | +4.8% | +7.2% | -2.5% | -1.4% |
| 6M | +11.3% | +13.9% | -2.6% | -0.3% |
| YTD | +16.5% | +20.8% | -4.3% | -0.9% |
| 1Y | +24.3% | +26.4% | -2.1% | +1.6% |
| 3Y | +74.5% | +71.8% | +2.7% | +7.0% |
| 5Y | +54.3% | +49.9% | +4.5% | +6.8% |
| All | +148.0% | +140.6% | +7.5% | +11.7% |
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 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