+148.7%
EWY vs VEU
+55.0%
+93.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +1.7% |
| 7D | -0.1% | -1.4% | +1.3% | +2.2% |
| 30D | +7.3% | -0.4% | +7.7% | +8.4% |
| 3M | -5.1% | +2.5% | -7.7% | -6.6% |
| 6M | +42.1% | +11.1% | +30.9% | +29.2% |
| YTD | +94.1% | +16.5% | +77.6% | +68.3% |
| 1Y | +147.8% | +22.9% | +124.9% | +102.1% |
| 3Y | +222.9% | +73.4% | +149.5% | +77.3% |
| All | +148.7% | +55.0% | +93.8% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling