+282.4%
EWY vs VCIT
+96.4%
+186.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.2% |
| 7D | -10.4% | +0.1% | -10.5% | -10.5% |
| 30D | -25.4% | +1.9% | -27.3% | -26.6% |
| 3M | -16.5% | -1.4% | -15.1% | -15.6% |
| 6M | -24.7% | -2.1% | -22.6% | -23.3% |
| YTD | +40.9% | -1.6% | +42.6% | +43.4% |
| 1Y | +49.8% | -0.9% | +50.7% | +51.8% |
| 3Y | +134.8% | +20.0% | +114.8% | +114.4% |
| 5Y | +91.4% | +3.1% | +88.3% | +83.6% |
| 10Y | +204.3% | +28.7% | +175.6% | +188.2% |
| All | +282.4% | +96.4% | +186.0% | +437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling