+303.5%
EWY vs V
+388.7%
-85.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.8% |
| 7D | -0.1% | -1.2% | +1.2% | +0.5% |
| 30D | +7.3% | +3.1% | +4.2% | +5.6% |
| 3M | -5.1% | +16.3% | -21.5% | -12.8% |
| 6M | +42.1% | +20.4% | +21.7% | +27.1% |
| YTD | +94.1% | +6.3% | +87.9% | +84.6% |
| 1Y | +147.8% | +8.7% | +139.1% | +131.5% |
| 3Y | +222.9% | +53.3% | +169.6% | +144.4% |
| 5Y | +150.6% | +71.1% | +79.6% | +73.9% |
| All | +303.5% | +388.7% | -85.2% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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