+150.5%
EWY vs VST
+290.3%
-139.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.6% |
| 7D | -10.2% | -6.0% | -4.2% | -9.2% |
| 30D | -21.5% | -18.8% | -2.7% | -18.1% |
| 3M | -14.7% | -8.0% | -6.6% | -13.4% |
| 6M | -26.8% | -10.9% | -15.9% | -25.0% |
| YTD | +43.2% | -18.3% | +61.5% | +48.3% |
| 1Y | +48.7% | -29.9% | +78.7% | +57.1% |
| All | +150.5% | +290.3% | -139.8% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling