+379.7%
EWZ vs VUG
+1,157.1%
-777.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.3% |
| 7D | -1.5% | -3.4% | +1.9% | +2.1% |
| 30D | -24.5% | -11.1% | -13.4% | -14.5% |
| 3M | -10.7% | -7.2% | -3.4% | -3.6% |
| 6M | -19.1% | -4.1% | -14.9% | -16.6% |
| YTD | +1.6% | +1.4% | +0.2% | -2.1% |
| 1Y | +4.3% | +1.9% | +2.4% | -0.3% |
| 3Y | +19.0% | +77.7% | -58.8% | -44.9% |
| 5Y | +57.7% | +57.6% | +0.1% | -23.1% |
| 10Y | +51.3% | +398.6% | -347.2% | -86.8% |
| All | +379.7% | +1,157.1% | -777.4% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling