+148.7%
EWY vs VTI
+74.4%
+74.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.9% |
| 30D | +7.3% | -1.4% | +8.8% | +9.1% |
| 3M | -5.1% | +3.6% | -8.7% | -7.8% |
| 6M | +42.1% | +13.6% | +28.5% | +28.3% |
| YTD | +94.1% | +12.9% | +81.2% | +76.8% |
| 1Y | +147.8% | +17.2% | +130.6% | +118.8% |
| 3Y | +222.9% | +75.7% | +147.2% | +100.1% |
| All | +148.7% | +74.4% | +74.4% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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