+290.8%
EWY vs VXUS
+148.6%
+142.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -2.4% |
| 7D | +1.2% | -1.9% | +3.2% | +4.0% |
| 30D | +9.3% | -0.7% | +10.0% | +10.8% |
| 3M | +2.4% | +4.9% | -2.5% | -1.6% |
| 6M | +40.3% | +9.7% | +30.6% | +30.7% |
| YTD | +88.0% | +15.0% | +73.0% | +66.7% |
| 1Y | +143.8% | +22.4% | +121.4% | +100.9% |
| 3Y | +217.8% | +72.2% | +145.5% | +74.7% |
| 5Y | +142.7% | +52.6% | +90.1% | +55.6% |
| All | +290.8% | +148.6% | +142.2% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling