+293.2%
EWY vs VEA
+167.0%
+126.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.5% |
| 7D | +6.7% | +0.3% | +6.3% | +6.3% |
| 30D | +17.0% | +0.4% | +16.5% | +16.7% |
| 3M | +3.7% | +4.8% | -1.2% | +0.2% |
| 6M | +42.5% | +11.3% | +31.2% | +31.5% |
| YTD | +96.2% | +17.4% | +78.9% | +71.6% |
| 1Y | +160.4% | +26.2% | +134.2% | +110.2% |
| 3Y | +231.7% | +77.7% | +153.9% | +82.4% |
| 5Y | +153.3% | +60.9% | +92.3% | +56.1% |
| 10Y | +308.8% | +163.6% | +145.3% | +46.2% |
| All | +293.2% | +167.0% | +126.2% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling