+873.4%
EWY vs VO
+827.2%
+46.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.8% |
| 7D | +4.8% | -0.3% | +5.1% | +5.1% |
| 30D | +11.7% | -0.3% | +12.0% | +12.2% |
| 3M | -7.4% | +2.9% | -10.3% | -9.3% |
| 6M | +40.6% | +9.3% | +31.2% | +30.3% |
| YTD | +94.3% | +14.2% | +80.1% | +72.4% |
| 1Y | +164.3% | +15.3% | +149.0% | +132.1% |
| 3Y | +221.0% | +56.2% | +164.7% | +101.8% |
| 5Y | +139.1% | +42.4% | +96.7% | +62.7% |
| 10Y | +298.8% | +194.7% | +104.1% | +15.6% |
| All | +873.4% | +827.2% | +46.1% | -29.5% |
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