+929.0%
EWY vs VFC
+498.9%
+430.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -0.7% |
| 7D | +10.4% | -1.4% | +11.9% | +11.0% |
| 30D | -12.7% | +24.6% | -37.4% | -19.1% |
| 3M | -17.3% | +38.4% | -55.8% | -26.2% |
| 6M | -18.6% | +15.3% | -33.8% | -23.7% |
| YTD | +49.5% | +12.7% | +36.8% | +40.3% |
| 1Y | +55.0% | +32.7% | +22.3% | +36.9% |
| 3Y | +159.0% | +43.7% | +115.3% | +86.4% |
| 5Y | +102.5% | -69.2% | +171.6% | +160.7% |
| 10Y | +232.2% | -50.0% | +282.2% | +206.8% |
| All | +929.0% | +498.9% | +430.1% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling