+153.4%
EWY vs VFC
-79.1%
+232.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +6.7% | -2.3% | +9.0% | +7.1% |
| 30D | +17.0% | -13.4% | +30.3% | +19.7% |
| 3M | +3.7% | -23.7% | +27.4% | +8.0% |
| 6M | +42.5% | -24.5% | +66.9% | +48.6% |
| YTD | +96.2% | -27.8% | +124.1% | +105.7% |
| 1Y | +160.4% | -13.5% | +173.8% | +163.6% |
| 3Y | +231.7% | -27.1% | +258.8% | +222.7% |
| All | +153.4% | -79.1% | +232.5% | +245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling