+50.3%
EWZ vs VMC
+145.8%
-95.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -25.1% | +18.3% | -43.4% | -29.9% |
| 3M | -7.7% | +1.9% | -9.6% | -8.8% |
| 6M | -15.8% | +2.4% | -18.3% | -17.4% |
| YTD | +3.6% | +2.1% | +1.6% | +1.1% |
| 1Y | +5.5% | +1.5% | +4.0% | +3.1% |
| 3Y | +22.1% | +41.5% | -19.3% | +1.5% |
| 5Y | +58.3% | +46.4% | +12.0% | +26.8% |
| 10Y | +50.3% | +139.8% | -89.5% | -13.6% |
| All | +50.3% | +145.8% | -95.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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