+629.5%
VZ vs EWJ
+156.6%
+472.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.1% | +2.5% | -2.4% | -0.7% |
| 30D | +7.9% | +3.3% | +4.6% | +6.7% |
| 3M | +13.6% | +5.0% | +8.7% | +11.3% |
| 6M | +1.1% | +11.5% | -10.4% | -3.2% |
| YTD | +29.3% | +22.4% | +6.9% | +19.7% |
| 1Y | +21.2% | +30.2% | -9.0% | +9.7% |
| 3Y | +75.9% | +72.8% | +3.1% | +42.6% |
| 5Y | +24.1% | +54.1% | -30.0% | +3.8% |
| 10Y | +62.4% | +140.6% | -78.2% | +14.8% |
| All | +629.5% | +156.6% | +472.8% | +351.1% |
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