+147.8%
EWY vs VTR
+33.3%
+114.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.0% |
| 7D | -0.1% | -0.3% | +0.2% | -0.2% |
| 30D | +7.3% | +1.1% | +6.2% | +8.0% |
| 3M | -5.1% | +7.9% | -13.0% | -2.1% |
| 6M | +42.1% | +6.2% | +35.9% | +50.2% |
| YTD | +94.1% | +17.7% | +76.4% | +108.6% |
| 1Y | +147.8% | +32.9% | +114.9% | +170.0% |
| All | +147.8% | +33.3% | +114.6% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling