+873.4%
EWY vs VUG
+1,251.8%
-378.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +5.1% |
| 7D | +4.8% | -0.1% | +4.9% | +4.9% |
| 30D | +11.7% | -0.3% | +12.0% | +12.1% |
| 3M | -7.4% | -0.7% | -6.7% | -5.2% |
| 6M | +40.6% | +14.6% | +25.9% | +25.0% |
| YTD | +94.3% | +9.0% | +85.2% | +82.1% |
| 1Y | +164.3% | +14.9% | +149.4% | +134.7% |
| 3Y | +221.0% | +86.0% | +134.9% | +64.1% |
| 5Y | +139.1% | +76.7% | +62.4% | +22.9% |
| 10Y | +298.8% | +411.3% | -112.5% | -50.7% |
| All | +873.4% | +1,251.8% | -378.4% | -69.0% |
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