+153.4%
EWY vs VMC
+46.8%
+106.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +1.7% |
| 7D | +6.7% | -5.3% | +12.0% | +8.9% |
| 30D | +17.0% | -12.3% | +29.2% | +22.8% |
| 3M | +3.7% | -10.3% | +13.9% | +7.5% |
| 6M | +42.5% | -8.6% | +51.0% | +46.6% |
| YTD | +96.2% | -11.9% | +108.1% | +104.0% |
| 1Y | +160.4% | -13.9% | +174.3% | +172.2% |
| 3Y | +231.7% | +18.2% | +213.5% | +199.6% |
| All | +153.4% | +46.8% | +106.6% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling