+379.7%
EWZ vs VO
+797.8%
-418.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.9% |
| 7D | -1.5% | -2.6% | +1.1% | +1.6% |
| 30D | -24.5% | -0.9% | -23.6% | -23.9% |
| 3M | -10.7% | -3.0% | -7.7% | -7.7% |
| 6M | -19.1% | +2.2% | -21.3% | -21.7% |
| YTD | +1.6% | +10.6% | -8.9% | -10.6% |
| 1Y | +4.3% | +12.5% | -8.2% | -10.3% |
| 3Y | +19.0% | +61.4% | -42.4% | -36.5% |
| 5Y | +57.7% | +33.4% | +24.3% | +1.9% |
| 10Y | +51.3% | +201.5% | -150.2% | -66.4% |
| All | +379.7% | +797.8% | -418.1% | -74.0% |
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