+84.1%
EWZ vs VEU
+149.3%
-65.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | +5.6% | +1.7% | +3.9% | +3.3% |
| 30D | +9.3% | +1.0% | +8.3% | +7.8% |
| 3M | +15.7% | +5.6% | +10.1% | +7.1% |
| 6M | +7.4% | +13.7% | -6.2% | -10.2% |
| YTD | +22.7% | +17.7% | +5.0% | -2.0% |
| 1Y | +36.4% | +25.8% | +10.6% | -0.4% |
| 3Y | +50.4% | +77.1% | -26.7% | -32.1% |
| 5Y | +67.6% | +57.1% | +10.5% | -10.4% |
| 10Y | +84.1% | +149.8% | -65.8% | -55.5% |
| All | +84.1% | +149.3% | -65.2% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling