+134.8%
EWY vs VST
+264.2%
-129.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.6% | -6.5% | +1.7% |
| 7D | -10.4% | -9.8% | -0.6% | -8.5% |
| 30D | -25.4% | -25.1% | -0.3% | -20.8% |
| 3M | -16.5% | -11.6% | -4.9% | -14.5% |
| 6M | -24.7% | -20.9% | -3.8% | -21.1% |
| YTD | +40.9% | -22.3% | +63.2% | +47.7% |
| 1Y | +49.8% | -32.0% | +81.8% | +59.6% |
| 3Y | +134.8% | +262.4% | -127.6% | +86.1% |
| All | +134.8% | +264.2% | -129.4% | +86.1% |
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