+467.9%
EWZ vs VO
+827.2%
-359.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +6.5% | -0.3% | +6.8% | +6.8% |
| 30D | +4.8% | -0.3% | +5.2% | +5.2% |
| 3M | +9.9% | +2.9% | +6.9% | +5.8% |
| 6M | +1.9% | +9.3% | -7.4% | -8.7% |
| YTD | +20.3% | +14.2% | +6.1% | +2.0% |
| 1Y | +35.6% | +15.3% | +20.4% | +13.5% |
| 3Y | +43.4% | +56.2% | -12.8% | -19.9% |
| 5Y | +55.9% | +42.4% | +13.5% | -7.1% |
| 10Y | +84.2% | +194.7% | -110.6% | -57.5% |
| All | +467.9% | +827.2% | -359.3% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling