+427.1%
EWY vs VCIT
+98.3%
+328.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | -0.3% | +5.2% | +5.1% |
| 30D | +11.7% | -0.8% | +12.4% | +12.3% |
| 3M | -7.4% | -1.0% | -6.4% | -6.5% |
| 6M | +40.6% | -1.8% | +42.4% | +43.0% |
| YTD | +94.3% | -0.7% | +95.0% | +96.4% |
| 1Y | +164.3% | +1.0% | +163.3% | +164.5% |
| 3Y | +221.0% | +18.8% | +202.1% | +193.9% |
| 5Y | +139.1% | +3.5% | +135.6% | +128.3% |
| 10Y | +298.8% | +29.2% | +269.6% | +274.5% |
| All | +427.1% | +98.3% | +328.9% | +636.6% |
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 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