+226.4%
EWY vs VUG
+85.5%
+140.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | +6.7% | +0.1% | +6.6% | +6.5% |
| 30D | +17.0% | -1.7% | +18.6% | +19.1% |
| 3M | +3.7% | +2.8% | +0.8% | +1.8% |
| 6M | +42.5% | +13.6% | +28.9% | +30.5% |
| YTD | +96.2% | +8.1% | +88.2% | +86.6% |
| 1Y | +160.4% | +13.1% | +147.3% | +140.2% |
| All | +226.4% | +85.5% | +140.9% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling