+290.8%
EWY vs VUG
+419.9%
-129.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.7% |
| 7D | +1.2% | -1.9% | +3.1% | +2.8% |
| 30D | +9.3% | -1.6% | +10.8% | +10.8% |
| 3M | +2.4% | +4.4% | -2.0% | -0.2% |
| 6M | +40.3% | +13.2% | +27.1% | +30.1% |
| YTD | +88.0% | +7.5% | +80.5% | +81.5% |
| 1Y | +143.8% | +12.5% | +131.3% | +127.9% |
| 3Y | +217.8% | +86.0% | +131.8% | +99.2% |
| 5Y | +142.7% | +76.5% | +66.2% | +55.9% |
| All | +290.8% | +419.9% | -129.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling