+230.2%
EWY vs V
+52.2%
+178.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | +8.0% | -1.1% | +9.1% | +8.1% |
| 30D | +14.3% | +1.9% | +12.5% | +14.2% |
| 3M | +2.3% | +15.5% | -13.2% | +0.2% |
| 6M | +49.9% | +16.6% | +33.2% | +45.6% |
| YTD | +95.3% | +5.7% | +89.6% | +95.0% |
| 1Y | +161.7% | +8.6% | +153.2% | +158.5% |
| 3Y | +230.2% | +52.5% | +177.7% | +172.1% |
| All | +230.2% | +52.2% | +178.0% | +172.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling