+84.1%
EWZ vs VIG
+240.3%
-156.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.9% |
| 7D | +5.6% | -0.4% | +6.0% | +6.0% |
| 30D | +9.3% | -2.1% | +11.3% | +11.8% |
| 3M | +15.7% | +3.3% | +12.4% | +11.3% |
| 6M | +7.4% | +9.3% | -1.8% | -2.7% |
| YTD | +22.7% | +10.1% | +12.5% | +10.1% |
| 1Y | +36.4% | +14.7% | +21.7% | +16.8% |
| 3Y | +50.4% | +56.9% | -6.5% | -11.4% |
| 5Y | +67.6% | +62.9% | +4.7% | -7.8% |
| 10Y | +84.1% | +241.3% | -157.3% | -62.2% |
| All | +84.1% | +240.3% | -156.3% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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