+164.3%
EWY vs VMC
-8.5%
+172.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | +4.8% | -4.3% | +9.1% | +6.5% |
| 30D | +11.7% | -8.2% | +19.9% | +15.1% |
| 3M | -7.4% | -7.0% | -0.4% | -5.3% |
| 6M | +40.6% | -10.8% | +51.3% | +44.4% |
| YTD | +94.3% | -7.4% | +101.7% | +97.7% |
| 1Y | +164.3% | -9.5% | +173.8% | +168.9% |
| All | +164.3% | -8.5% | +172.8% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling