+50.3%
EWZ vs VO
+206.8%
-156.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.8% | -0.8% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -25.1% | +0.5% | -25.6% | -25.7% |
| 3M | -7.7% | -1.0% | -6.7% | -7.1% |
| 6M | -15.8% | +6.4% | -22.3% | -21.3% |
| YTD | +3.6% | +13.6% | -10.0% | -9.2% |
| 1Y | +5.5% | +14.5% | -9.0% | -8.4% |
| 3Y | +22.1% | +67.2% | -45.1% | -29.9% |
| 5Y | +58.3% | +36.1% | +22.3% | +11.9% |
| 10Y | +50.3% | +199.3% | -149.1% | -59.7% |
| All | +50.3% | +206.8% | -156.5% | -59.7% |
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