+234.9%
EWY vs VRT
+2,725.9%
-2,491.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.3% | +3.6% |
| 7D | +4.8% | +9.1% | -4.3% | +2.7% |
| 30D | +11.7% | +0.9% | +10.7% | +11.4% |
| 3M | -7.4% | -13.4% | +6.0% | -4.1% |
| 6M | +40.6% | +11.7% | +28.9% | +37.8% |
| YTD | +94.3% | +73.2% | +21.0% | +73.6% |
| 1Y | +164.3% | +123.4% | +40.9% | +123.5% |
| 3Y | +221.0% | +606.2% | -385.2% | +98.0% |
| 5Y | +139.1% | +899.9% | -760.8% | +28.3% |
| All | +234.9% | +2,725.9% | -2,491.0% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling