+25.5%
VZ vs EWJ
+53.7%
-28.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +0.1% | +2.5% | -2.4% | -0.2% |
| 30D | +7.9% | +3.3% | +4.6% | +7.5% |
| 3M | +13.6% | +5.0% | +8.7% | +12.9% |
| 6M | +1.1% | +11.5% | -10.4% | -0.6% |
| YTD | +29.3% | +22.4% | +6.9% | +24.9% |
| 1Y | +21.2% | +30.2% | -9.0% | +15.5% |
| 3Y | +75.9% | +72.8% | +3.1% | +55.3% |
| All | +25.5% | +53.7% | -28.3% | +9.0% |
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 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