+61.1%
VZ vs EWJ
+137.9%
-76.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +0.2% | +2.9% | -2.7% | -0.5% |
| 30D | +7.1% | +1.1% | +6.0% | +6.8% |
| 3M | +12.8% | +7.1% | +5.7% | +10.5% |
| 6M | +1.8% | +16.2% | -14.4% | -2.9% |
| YTD | +30.0% | +22.0% | +8.0% | +21.9% |
| 1Y | +24.3% | +26.2% | -1.9% | +15.2% |
| 3Y | +84.3% | +73.5% | +10.8% | +50.9% |
| 5Y | +25.9% | +52.7% | -26.8% | +7.7% |
| 10Y | +61.1% | +138.5% | -77.4% | +11.0% |
| All | +61.1% | +137.9% | -76.8% | +11.0% |
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 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