+1,244.2%
EWY vs VMC
+701.6%
+542.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | +8.0% | -0.5% | +8.6% | +8.3% |
| 30D | +14.3% | -9.1% | +23.4% | +18.6% |
| 3M | +2.3% | -4.1% | +6.4% | +3.5% |
| 6M | +49.9% | -5.5% | +55.4% | +52.6% |
| YTD | +95.3% | -8.9% | +104.3% | +101.2% |
| 1Y | +161.7% | -12.9% | +174.7% | +173.6% |
| 3Y | +230.2% | +22.1% | +208.0% | +196.9% |
| 5Y | +148.1% | +52.7% | +95.4% | +100.3% |
| 10Y | +293.2% | +152.7% | +140.4% | +135.2% |
| All | +1,244.2% | +701.6% | +542.6% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling