+91.0%
EWY vs VT
+53.4%
+37.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.8% | +3.7% |
| 7D | -10.4% | -2.3% | -8.1% | -6.9% |
| 30D | -25.4% | -5.0% | -20.5% | -19.3% |
| 3M | -16.5% | -4.9% | -11.6% | -9.3% |
| 6M | -24.7% | -1.5% | -23.2% | -19.9% |
| YTD | +40.9% | +8.5% | +32.4% | +35.8% |
| 1Y | +49.8% | +11.4% | +38.4% | +40.4% |
| 3Y | +134.8% | +70.1% | +64.7% | +41.8% |
| All | +91.0% | +53.4% | +37.6% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling