+44.7%
EWZ vs VUG
+86.3%
-41.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +4.8% | -0.3% | +5.2% | +5.0% |
| 3M | +9.9% | -0.7% | +10.6% | +10.1% |
| 6M | +1.9% | +14.6% | -12.7% | -5.2% |
| YTD | +20.3% | +9.0% | +11.3% | +14.5% |
| 1Y | +35.6% | +14.9% | +20.8% | +25.8% |
| All | +44.7% | +86.3% | -41.6% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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