+223.3%
EWY vs VST
+372.0%
-148.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.9% |
| 7D | +4.8% | +8.9% | -4.1% | +2.9% |
| 30D | +11.7% | +6.2% | +5.5% | +10.3% |
| 3M | -7.4% | -2.7% | -4.7% | -6.6% |
| 6M | +40.6% | -8.4% | +48.9% | +42.9% |
| YTD | +94.3% | -7.2% | +101.5% | +96.6% |
| 1Y | +164.3% | -20.9% | +185.2% | +172.5% |
| All | +223.3% | +372.0% | -148.7% | +123.0% |
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