+412.0%
EWY vs VTEB
+25.5%
+386.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +2.8% |
| 7D | -0.1% | -0.9% | +0.8% | +1.1% |
| 30D | +7.3% | -2.5% | +9.8% | +10.8% |
| 3M | -5.1% | -3.0% | -2.2% | -1.4% |
| 6M | +42.1% | -2.1% | +44.2% | +46.6% |
| YTD | +94.1% | -1.5% | +95.6% | +99.1% |
| 1Y | +147.8% | +0.2% | +147.7% | +149.7% |
| 3Y | +222.9% | +8.6% | +214.4% | +197.7% |
| 5Y | +150.6% | +1.2% | +149.4% | +148.0% |
| 10Y | +304.4% | +18.1% | +286.4% | +297.9% |
| All | +412.0% | +25.5% | +386.5% | +500.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling