+164.3%
EWY vs VEU
+28.8%
+135.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +3.2% |
| 7D | +4.8% | +1.1% | +3.7% | +1.7% |
| 30D | +11.7% | +2.2% | +9.5% | +5.9% |
| 3M | -7.4% | +3.0% | -10.4% | -11.0% |
| 6M | +40.6% | +10.9% | +29.7% | +17.8% |
| YTD | +94.3% | +18.2% | +76.1% | +46.9% |
| 1Y | +164.3% | +28.3% | +136.0% | +78.3% |
| All | +164.3% | +28.8% | +135.5% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling