+219.4%
EWY vs VT
+223.7%
-4.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +0.4% |
| 7D | -6.3% | +0.4% | -6.6% | -6.2% |
| 30D | -19.8% | -2.6% | -17.2% | -16.5% |
| 3M | -14.4% | -3.2% | -11.2% | -9.8% |
| 6M | -25.3% | +0.9% | -26.2% | -23.5% |
| YTD | +46.2% | +11.3% | +34.9% | +36.1% |
| 1Y | +58.3% | +14.0% | +44.3% | +43.6% |
| 3Y | +155.0% | +75.8% | +79.1% | +44.4% |
| 5Y | +99.5% | +57.8% | +41.6% | +27.7% |
| 10Y | +219.4% | +219.8% | -0.4% | -8.8% |
| All | +219.4% | +223.7% | -4.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling