+222.9%
EWY vs VTRS
+84.5%
+138.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.1% |
| 7D | -0.1% | -2.2% | +2.1% | +0.3% |
| 30D | +7.3% | +3.3% | +4.0% | +6.6% |
| 3M | -5.1% | +2.0% | -7.1% | -5.7% |
| 6M | +42.1% | +19.9% | +22.1% | +35.4% |
| YTD | +94.1% | +35.7% | +58.4% | +80.1% |
| 1Y | +147.8% | +68.1% | +79.7% | +119.3% |
| 3Y | +222.9% | +87.1% | +135.8% | +166.5% |
| All | +222.9% | +84.5% | +138.4% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 3y: compounded portfolio wealth divided by compounded VTRS 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…
3y analysis · Full analysis span regression · 6 months rolling