+643.6%
EWY vs VWO
+317.6%
+326.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -2.6% |
| 7D | +1.2% | -1.7% | +3.0% | +3.1% |
| 30D | +9.3% | -0.3% | +9.6% | +9.9% |
| 3M | +2.4% | +4.0% | -1.5% | +0.1% |
| 6M | +40.3% | +8.1% | +32.2% | +34.6% |
| YTD | +88.0% | +11.6% | +76.4% | +76.0% |
| 1Y | +143.8% | +16.2% | +127.6% | +119.9% |
| 3Y | +217.8% | +63.3% | +154.5% | +106.3% |
| 5Y | +142.7% | +33.4% | +109.4% | +92.3% |
| 10Y | +291.7% | +113.3% | +178.4% | +99.2% |
| All | +643.6% | +317.6% | +326.0% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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