+229.5%
EWY vs VST
+1,139.0%
-909.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +4.2% | +6.6% | -2.4% | +2.6% |
| 30D | -10.7% | -12.4% | +1.7% | -8.0% |
| 3M | -20.1% | -9.0% | -11.1% | -18.6% |
| 6M | -24.3% | -6.4% | -17.9% | -23.1% |
| YTD | +46.9% | -17.2% | +64.1% | +52.4% |
| 1Y | +55.2% | -22.0% | +77.2% | +62.5% |
| 3Y | +157.0% | +296.7% | -139.7% | +65.6% |
| 5Y | +98.9% | +637.6% | -538.7% | +6.7% |
| All | +229.5% | +1,139.0% | -909.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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