+22.1%
EWZ vs VEU
+70.2%
-48.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | -0.6% |
| 7D | +1.4% | +0.8% | +0.6% | +0.6% |
| 30D | -25.1% | -1.6% | -23.5% | -24.1% |
| 3M | -7.7% | -4.2% | -3.5% | -4.1% |
| 6M | -15.8% | -1.5% | -14.4% | -15.2% |
| YTD | +3.6% | +11.7% | -8.1% | -7.8% |
| 1Y | +5.5% | +15.6% | -10.1% | -9.1% |
| 3Y | +22.1% | +71.7% | -49.6% | -31.7% |
| All | +22.1% | +70.2% | -48.1% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling