+55.0%
EWZ vs VUG
+76.6%
-21.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.0% |
| 6M | +1.9% | +14.6% | -12.7% | -4.2% |
| YTD | +20.3% | +9.0% | +11.3% | +15.5% |
| 1Y | +35.6% | +14.9% | +20.8% | +27.3% |
| 3Y | +43.4% | +86.0% | -42.6% | +9.6% |
| All | +55.0% | +76.6% | -21.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling