+48.1%
VXUS vs EWJ
+49.8%
-1.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -0.5% |
| 7D | -0.5% | -1.9% | +1.3% | +0.8% |
| 30D | -1.2% | -5.3% | +4.2% | +2.8% |
| 3M | -3.8% | -4.3% | +0.5% | -0.8% |
| 6M | -1.7% | +0.4% | -2.1% | -2.2% |
| YTD | +11.4% | +14.7% | -3.3% | +0.3% |
| 1Y | +13.3% | +14.7% | -1.4% | +2.0% |
| 3Y | +70.0% | +66.2% | +3.8% | +12.5% |
| 5Y | +48.1% | +50.2% | -2.1% | +4.3% |
| All | +48.1% | +49.8% | -1.7% | +4.3% |
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