+219.4%
EWY vs VCIT
+29.7%
+189.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.6% |
| 7D | -6.3% | +0.7% | -7.0% | -7.1% |
| 30D | -19.8% | +1.8% | -21.6% | -21.6% |
| 3M | -14.4% | -1.6% | -12.9% | -13.0% |
| 6M | -25.3% | -2.1% | -23.2% | -23.2% |
| YTD | +46.2% | -1.6% | +47.7% | +49.9% |
| 1Y | +58.3% | -0.8% | +59.1% | +61.2% |
| 3Y | +155.0% | +19.9% | +135.0% | +119.1% |
| 5Y | +99.5% | +3.3% | +96.2% | +92.3% |
| 10Y | +219.4% | +30.6% | +188.8% | +174.1% |
| All | +219.4% | +29.7% | +189.8% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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