+575.0%
VZ vs EWJ
+130.5%
+444.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.1% | -5.0% | +7.2% | +3.8% |
| 30D | +1.4% | -10.2% | +11.6% | +4.8% |
| 3M | -1.3% | -7.2% | +6.0% | +0.9% |
| 6M | -0.5% | -3.2% | +2.7% | -0.3% |
| YTD | +19.6% | +9.9% | +9.7% | +14.4% |
| 1Y | +22.4% | +11.0% | +11.4% | +16.6% |
| 3Y | +55.9% | +57.3% | -1.4% | +29.9% |
| 5Y | +20.4% | +41.3% | -20.9% | +3.3% |
| 10Y | +66.9% | +117.5% | -50.6% | +21.6% |
| All | +575.0% | +130.5% | +444.6% | +331.2% |
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