+66.5%
EWZ vs VO
+197.6%
-131.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | +3.1% | -2.3% | -2.3% |
| 30D | -24.4% | +2.2% | -26.6% | -26.2% |
| 3M | -4.6% | -2.5% | -2.1% | -2.4% |
| 6M | -11.6% | +7.0% | -18.5% | -17.8% |
| YTD | +2.4% | +14.0% | -11.6% | -10.6% |
| 1Y | +2.1% | +15.6% | -13.6% | -12.3% |
| 3Y | +18.7% | +66.2% | -47.5% | -31.4% |
| 5Y | +54.2% | +36.6% | +17.5% | +8.5% |
| All | +66.5% | +197.6% | -131.1% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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