+54.2%
EWZ vs VMC
+42.8%
+11.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +0.8% | -1.3% | +2.0% | +1.1% |
| 30D | -24.4% | +15.5% | -39.8% | -27.4% |
| 3M | -4.6% | +0.6% | -5.2% | -5.0% |
| 6M | -11.6% | +2.1% | -13.6% | -12.7% |
| YTD | +2.4% | -1.6% | +3.9% | +1.6% |
| 1Y | +2.1% | -1.2% | +3.3% | +1.1% |
| 3Y | +18.7% | +35.3% | -16.6% | +4.2% |
| All | +54.2% | +42.8% | +11.3% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling