+1,250.3%
EWY vs VTR
+8,702.2%
-7,451.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +6.7% | -2.9% | +9.6% | +7.7% |
| 30D | +17.0% | -2.8% | +19.8% | +17.9% |
| 3M | +3.7% | +9.0% | -5.4% | -0.4% |
| 6M | +42.5% | +5.0% | +37.5% | +37.9% |
| YTD | +96.2% | +16.9% | +79.3% | +83.1% |
| 1Y | +160.4% | +34.3% | +126.1% | +131.0% |
| 3Y | +231.7% | +131.6% | +100.1% | +140.4% |
| 5Y | +153.3% | +88.0% | +65.3% | +93.2% |
| 10Y | +308.8% | +97.8% | +211.1% | +167.9% |
| All | +1,250.3% | +8,702.2% | -7,451.8% | +351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling