+165.8%
VXUS vs EWJ
+174.6%
-8.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | +2.3% | +3.6% | -1.3% | -0.6% |
| 30D | -2.2% | -6.0% | +3.8% | +2.6% |
| 3M | -5.4% | -6.5% | +1.1% | -0.4% |
| 6M | -1.2% | -0.1% | -1.1% | -1.5% |
| YTD | +10.4% | +13.9% | -3.5% | -1.2% |
| 1Y | +11.8% | +13.1% | -1.3% | +0.6% |
| 3Y | +68.4% | +65.0% | +3.4% | +9.2% |
| 5Y | +45.9% | +47.0% | -1.1% | +3.6% |
| 10Y | +144.7% | +125.5% | +19.3% | +22.2% |
| All | +165.8% | +174.6% | -8.8% | +4.0% |
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