+303.5%
EWY vs VTEB
+17.9%
+285.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +2.8% |
| 7D | -0.1% | -0.9% | +0.8% | +1.2% |
| 30D | +7.3% | -2.5% | +9.8% | +11.1% |
| 3M | -5.1% | -3.0% | -2.2% | -1.1% |
| 6M | +42.1% | -2.1% | +44.2% | +47.0% |
| YTD | +94.1% | -1.5% | +95.6% | +99.6% |
| 1Y | +147.8% | +0.2% | +147.7% | +149.8% |
| 3Y | +222.9% | +8.6% | +214.4% | +194.8% |
| 5Y | +150.6% | +1.2% | +149.4% | +148.2% |
| All | +303.5% | +17.9% | +285.6% | +303.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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