+148.1%
EWY vs VRT
+994.5%
-846.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.2% |
| 7D | +8.0% | +13.6% | -5.6% | +5.0% |
| 30D | +14.3% | +6.8% | +7.6% | +12.7% |
| 3M | +2.3% | -3.2% | +5.5% | +3.2% |
| 6M | +49.9% | +20.3% | +29.5% | +45.5% |
| YTD | +95.3% | +79.6% | +15.7% | +76.8% |
| 1Y | +161.7% | +139.0% | +22.7% | +125.7% |
| 3Y | +230.2% | +644.6% | -414.4% | +125.3% |
| 5Y | +148.1% | +1,024.4% | -876.2% | +40.2% |
| All | +148.1% | +994.5% | -846.3% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling