+136.8%
EWY vs VSXY
+37.7%
+99.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.8% |
| 7D | +6.7% | -10.7% | +17.4% | +7.9% |
| 30D | +17.0% | -24.3% | +41.2% | +20.3% |
| 3M | +3.7% | +1.0% | +2.6% | +3.1% |
| 6M | +42.5% | +57.4% | -14.9% | +33.1% |
| YTD | +96.2% | +39.8% | +56.5% | +85.0% |
| 1Y | +160.4% | +196.5% | -36.1% | +125.5% |
| 3Y | +231.7% | +357.2% | -125.6% | +158.4% |
| 5Y | +153.3% | +18.9% | +134.4% | +125.1% |
| All | +136.8% | +37.7% | +99.1% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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