+635.8%
EWY vs VUG
+1,188.6%
-552.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.8% |
| 7D | +4.2% | +2.5% | +1.7% | +1.5% |
| 30D | -10.7% | -6.3% | -4.4% | -3.2% |
| 3M | -20.1% | -6.0% | -14.0% | -13.3% |
| 6M | -24.3% | -3.5% | -20.8% | -18.8% |
| YTD | +46.9% | +3.9% | +42.9% | +46.8% |
| 1Y | +55.2% | +5.1% | +50.1% | +53.2% |
| 3Y | +157.0% | +77.9% | +79.1% | +39.7% |
| 5Y | +98.9% | +62.4% | +36.5% | +14.1% |
| 10Y | +226.3% | +399.4% | -173.1% | -58.4% |
| All | +635.8% | +1,188.6% | -552.8% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling