+52.1%
EWZ vs VUG
+65.5%
-13.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +0.1% | +4.4% | -4.3% | -1.8% |
| 30D | -25.9% | -7.3% | -18.5% | -23.5% |
| 3M | -6.1% | -4.2% | -1.9% | -4.5% |
| 6M | -16.1% | -1.6% | -14.5% | -15.8% |
| YTD | +1.0% | +4.9% | -3.9% | -1.6% |
| 1Y | 0.0% | +3.8% | -3.8% | -2.2% |
| 3Y | +16.8% | +79.4% | -62.6% | -9.2% |
| 5Y | +52.1% | +63.9% | -11.8% | +23.3% |
| All | +52.1% | +65.5% | -13.4% | +23.3% |
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 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