+222.9%
EWY vs VEA
+75.8%
+147.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +1.4% |
| 7D | -0.1% | -1.5% | +1.4% | +2.6% |
| 30D | +7.3% | -0.8% | +8.1% | +9.3% |
| 3M | -5.1% | +2.5% | -7.6% | -6.9% |
| 6M | +42.1% | +11.1% | +30.9% | +27.3% |
| YTD | +94.1% | +17.2% | +76.9% | +64.7% |
| 1Y | +147.8% | +24.5% | +123.3% | +95.9% |
| 3Y | +222.9% | +75.4% | +147.5% | +67.5% |
| All | +222.9% | +75.8% | +147.1% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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