+415.1%
EWY vs VEU
+190.9%
+224.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +8.0% | +1.7% | +6.4% | +5.9% |
| 30D | +14.3% | +1.0% | +13.4% | +13.3% |
| 3M | +2.3% | +5.6% | -3.3% | -2.1% |
| 6M | +49.9% | +13.7% | +36.2% | +34.7% |
| YTD | +95.3% | +17.7% | +77.6% | +69.8% |
| 1Y | +161.7% | +25.8% | +136.0% | +111.3% |
| 3Y | +230.2% | +77.1% | +153.0% | +80.6% |
| 5Y | +148.1% | +57.1% | +91.0% | +56.7% |
| 10Y | +293.2% | +149.8% | +143.4% | +49.0% |
| All | +415.1% | +190.9% | +224.2% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling