+635.8%
EWY vs VO
+825.6%
-189.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.2% | +3.1% | +1.1% | +0.9% |
| 30D | -10.7% | +2.2% | -12.9% | -12.4% |
| 3M | -20.1% | -2.5% | -17.6% | -17.3% |
| 6M | -24.3% | +7.0% | -31.3% | -28.3% |
| YTD | +46.9% | +14.0% | +32.9% | +31.4% |
| 1Y | +55.2% | +15.6% | +39.5% | +36.7% |
| 3Y | +157.0% | +66.2% | +90.8% | +52.3% |
| 5Y | +98.9% | +36.6% | +62.2% | +42.8% |
| 10Y | +226.3% | +199.0% | +27.3% | -6.4% |
| All | +635.8% | +825.6% | -189.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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