+157.0%
EWY vs VCIT
+19.0%
+137.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.4% |
| 7D | +4.2% | -1.4% | +5.6% | +7.4% |
| 30D | -10.7% | +0.6% | -11.2% | -12.2% |
| 3M | -20.1% | -2.2% | -17.8% | -16.1% |
| 6M | -24.3% | -2.3% | -22.0% | -19.9% |
| YTD | +46.9% | -2.2% | +49.1% | +56.0% |
| 1Y | +55.2% | -1.4% | +56.6% | +63.3% |
| 3Y | +157.0% | +18.7% | +138.2% | +110.6% |
| All | +157.0% | +19.0% | +137.9% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling