+86.3%
EWZ vs VEU
+192.1%
-105.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.4% |
| 7D | +6.5% | +1.1% | +5.4% | +4.9% |
| 30D | +4.8% | +2.2% | +2.7% | +1.9% |
| 3M | +9.9% | +3.0% | +6.9% | +5.1% |
| 6M | +1.9% | +10.9% | -8.9% | -11.6% |
| YTD | +20.3% | +18.2% | +2.1% | -4.1% |
| 1Y | +35.6% | +28.3% | +7.3% | -2.9% |
| 3Y | +43.4% | +74.6% | -31.2% | -32.2% |
| 5Y | +55.9% | +56.4% | -0.4% | -16.2% |
| 10Y | +84.2% | +153.0% | -68.9% | -43.1% |
| All | +86.3% | +192.1% | -105.8% | -40.9% |
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