+883.2%
EWY vs VTV
+712.5%
+170.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | +6.7% | -0.7% | +7.3% | +7.5% |
| 30D | +17.0% | -0.5% | +17.4% | +17.6% |
| 3M | +3.7% | +5.3% | -1.6% | -2.0% |
| 6M | +42.5% | +12.9% | +29.6% | +25.4% |
| YTD | +96.2% | +18.5% | +77.8% | +64.0% |
| 1Y | +160.4% | +25.3% | +135.1% | +103.9% |
| 3Y | +231.7% | +68.2% | +163.5% | +83.9% |
| 5Y | +153.3% | +80.6% | +72.6% | +28.2% |
| 10Y | +308.8% | +232.9% | +75.9% | -4.9% |
| All | +883.2% | +712.5% | +170.7% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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