-14.6%
EWZ vs VXUS
+156.0%
-170.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | +3.1% |
| 7D | -4.2% | -3.4% | -0.8% | -0.1% |
| 30D | -26.1% | -5.8% | -20.3% | -20.6% |
| 3M | -12.0% | -6.4% | -5.6% | -4.7% |
| 6M | -19.3% | -2.5% | -16.7% | -17.5% |
| YTD | +0.9% | +7.9% | -7.0% | -9.3% |
| 1Y | +3.4% | +11.5% | -8.1% | -10.9% |
| 3Y | +18.6% | +63.4% | -44.9% | -38.1% |
| 5Y | +56.6% | +42.9% | +13.7% | -3.7% |
| 10Y | +50.3% | +138.9% | -88.6% | -48.8% |
| All | -14.6% | +156.0% | -170.6% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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