+40.9%
EWZ vs VG
-44.6%
+85.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | +0.8% | +14.0% | -13.2% | +0.5% |
| 30D | -24.4% | -1.0% | -23.4% | -24.4% |
| 3M | -4.6% | -2.7% | -1.9% | -4.6% |
| 6M | -11.6% | +1.5% | -13.0% | -11.7% |
| YTD | +2.4% | +93.7% | -91.3% | -2.5% |
| 1Y | +2.1% | +68.5% | -66.5% | -2.0% |
| All | +40.9% | -44.6% | +85.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling