-24.3%
EWY vs VUG
-2.5%
-21.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | +0.4% |
| 7D | +4.2% | +2.5% | +1.7% | -1.5% |
| 30D | -10.7% | -6.3% | -4.4% | +5.4% |
| 3M | -20.1% | -6.0% | -14.0% | -6.0% |
| 6M | -24.3% | -3.5% | -20.8% | -12.5% |
| All | -24.3% | -2.5% | -21.8% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling