+60.5%
EWZ vs VEU
+176.1%
-115.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | -1.7% |
| 7D | +1.4% | +0.8% | +0.6% | +0.2% |
| 30D | -25.1% | -1.6% | -23.5% | -23.7% |
| 3M | -7.7% | -4.2% | -3.5% | -2.9% |
| 6M | -15.8% | -1.5% | -14.4% | -15.1% |
| YTD | +3.6% | +11.7% | -8.1% | -11.4% |
| 1Y | +5.5% | +15.6% | -10.1% | -13.8% |
| 3Y | +22.1% | +71.7% | -49.6% | -41.4% |
| 5Y | +58.3% | +49.5% | +8.9% | -10.4% |
| 10Y | +50.3% | +145.6% | -95.4% | -52.1% |
| All | +60.5% | +176.1% | -115.6% | -45.4% |
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