+142.7%
EWY vs VIG
+61.5%
+81.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.7% |
| 7D | +1.2% | -2.2% | +3.5% | +3.7% |
| 30D | +9.3% | -3.2% | +12.5% | +13.2% |
| 3M | +2.4% | +3.0% | -0.6% | -0.7% |
| 6M | +40.3% | +8.1% | +32.1% | +30.2% |
| YTD | +88.0% | +9.1% | +79.0% | +73.5% |
| 1Y | +143.8% | +12.6% | +131.2% | +118.2% |
| 3Y | +217.8% | +55.4% | +162.4% | +107.9% |
| 5Y | +142.7% | +62.8% | +79.9% | +52.1% |
| All | +142.7% | +61.5% | +81.3% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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