+408.5%
EWY vs VIG
+617.8%
-209.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +1.6% |
| 7D | +8.0% | -0.4% | +8.4% | +8.6% |
| 30D | +14.3% | -2.1% | +16.4% | +17.4% |
| 3M | +2.3% | +3.3% | -1.0% | -1.8% |
| 6M | +49.9% | +9.3% | +40.6% | +35.2% |
| YTD | +95.3% | +10.1% | +85.2% | +74.9% |
| 1Y | +161.7% | +14.7% | +147.0% | +122.4% |
| 3Y | +230.2% | +56.9% | +173.2% | +86.3% |
| 5Y | +148.1% | +62.9% | +85.2% | +31.4% |
| 10Y | +293.2% | +241.3% | +51.8% | -29.5% |
| All | +408.5% | +617.8% | -209.3% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling