+238.3%
EWY vs VRT
+2,548.2%
-2,309.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +2.7% |
| 7D | +6.7% | +2.4% | +4.3% | +5.9% |
| 30D | +17.0% | -2.7% | +19.6% | +17.5% |
| 3M | +3.7% | -9.2% | +12.8% | +6.1% |
| 6M | +42.5% | -0.5% | +43.0% | +43.1% |
| YTD | +96.2% | +62.3% | +33.9% | +77.7% |
| 1Y | +160.4% | +109.6% | +50.8% | +123.2% |
| 3Y | +231.7% | +573.1% | -341.4% | +106.7% |
| 5Y | +153.3% | +953.6% | -800.4% | +32.6% |
| All | +238.3% | +2,548.2% | -2,309.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 10y: compounded portfolio wealth divided by compounded VRT 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…
10y analysis · Full analysis span regression · 6 months rolling