+303.5%
EWY vs VFC
-69.1%
+372.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.1% | +2.3% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | +7.3% | -9.0% | +16.3% | +9.5% |
| 3M | -5.1% | -24.2% | +19.0% | +0.2% |
| 6M | +42.1% | -18.5% | +60.6% | +47.7% |
| YTD | +94.1% | -25.9% | +120.0% | +105.4% |
| 1Y | +147.8% | -13.0% | +160.8% | +150.5% |
| 3Y | +222.9% | -20.3% | +243.3% | +197.8% |
| 5Y | +150.6% | -78.1% | +228.7% | +248.2% |
| All | +303.5% | -69.1% | +372.6% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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