+102.5%
EWY vs VRT
+688.8%
-586.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.0% |
| 7D | +10.4% | +18.6% | -8.2% | +6.0% |
| 30D | -12.7% | -11.7% | -1.1% | -10.4% |
| 3M | -17.3% | -27.3% | +9.9% | -11.5% |
| 6M | -18.6% | -42.9% | +24.3% | -8.5% |
| YTD | +49.5% | +29.5% | +20.0% | +45.1% |
| 1Y | +55.0% | +21.0% | +33.9% | +51.7% |
| 3Y | +159.0% | +403.1% | -244.1% | +91.8% |
| 5Y | +102.5% | +688.8% | -586.3% | +27.0% |
| All | +102.5% | +688.8% | -586.3% | +27.0% |
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