+236.4%
EWY vs VT
+345.0%
-108.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.1% | -9.4% | -8.4% |
| 7D | -18.6% | -4.2% | -14.5% | -13.8% |
| 30D | -29.4% | -5.8% | -23.6% | -23.5% |
| 3M | -22.2% | -5.2% | -16.9% | -15.9% |
| 6M | -24.1% | +0.1% | -24.2% | -21.4% |
| YTD | +35.4% | +8.2% | +27.2% | +30.0% |
| 1Y | +39.3% | +10.1% | +29.2% | +31.1% |
| 3Y | +137.0% | +69.7% | +67.3% | +35.0% |
| 5Y | +83.9% | +53.4% | +30.6% | +17.7% |
| 10Y | +192.4% | +219.2% | -26.8% | -21.9% |
| All | +236.4% | +345.0% | -108.6% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling