+67.0%
EWZ vs VIG
+264.3%
-197.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 0.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.9% |
| 30D | -25.5% | +4.9% | -30.4% | -29.6% |
| 3M | -4.5% | +2.9% | -7.5% | -7.9% |
| 6M | -15.3% | +11.2% | -26.5% | -25.1% |
| YTD | +3.1% | +16.0% | -12.9% | -12.9% |
| 1Y | +1.2% | +17.0% | -15.7% | -15.3% |
| 3Y | +19.3% | +66.9% | -47.6% | -34.3% |
| 5Y | +52.3% | +65.8% | -13.6% | -16.9% |
| 10Y | +67.0% | +263.6% | -196.6% | -63.8% |
| All | +67.0% | +264.3% | -197.3% | -63.8% |
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