+250.1%
EWY vs VT
+346.0%
-96.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.8% | +3.8% |
| 7D | -10.4% | -2.3% | -8.1% | -7.3% |
| 30D | -25.4% | -5.0% | -20.5% | -20.0% |
| 3M | -16.5% | -4.9% | -11.6% | -10.2% |
| 6M | -24.7% | -1.5% | -23.2% | -20.5% |
| YTD | +40.9% | +8.5% | +32.4% | +34.9% |
| 1Y | +49.8% | +11.4% | +38.4% | +39.1% |
| 3Y | +134.8% | +70.1% | +64.7% | +33.3% |
| 5Y | +91.4% | +53.7% | +37.7% | +22.1% |
| 10Y | +204.3% | +220.0% | -15.7% | -18.9% |
| All | +250.1% | +346.0% | -96.0% | -40.6% |
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