+295.6%
EWY vs VST
+1,175.7%
-880.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.8% |
| 7D | +4.8% | +8.9% | -4.1% | +2.7% |
| 30D | +11.7% | +6.2% | +5.5% | +10.1% |
| 3M | -7.4% | -2.7% | -4.7% | -6.5% |
| 6M | +40.6% | -8.4% | +48.9% | +43.4% |
| YTD | +94.3% | -7.2% | +101.5% | +97.0% |
| 1Y | +164.3% | -20.9% | +185.2% | +175.1% |
| 3Y | +221.0% | +384.0% | -163.0% | +98.4% |
| 5Y | +139.1% | +757.1% | -617.9% | +24.6% |
| All | +295.6% | +1,175.7% | -880.1% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling