+148.7%
EWY vs VTR
+87.5%
+61.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +7.3% | +1.1% | +6.2% | +7.1% |
| 3M | -5.1% | +7.9% | -13.0% | -7.5% |
| 6M | +42.1% | +6.2% | +35.9% | +38.8% |
| YTD | +94.1% | +17.7% | +76.4% | +84.4% |
| 1Y | +147.8% | +32.9% | +114.9% | +126.8% |
| 3Y | +222.9% | +129.7% | +93.2% | +146.2% |
| All | +148.7% | +87.5% | +61.2% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling