+386.6%
EWZ vs VO
+833.6%
-447.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.2% |
| 30D | -25.5% | +2.0% | -27.5% | -27.6% |
| 3M | -4.5% | -0.3% | -4.2% | -4.6% |
| 6M | -15.3% | +7.3% | -22.6% | -22.8% |
| YTD | +3.1% | +15.0% | -11.9% | -13.6% |
| 1Y | +1.2% | +14.7% | -13.5% | -15.0% |
| 3Y | +19.3% | +67.3% | -48.0% | -39.1% |
| 5Y | +52.3% | +38.8% | +13.4% | -6.3% |
| 10Y | +67.0% | +201.6% | -134.6% | -62.8% |
| All | +386.6% | +833.6% | -447.1% | -74.8% |
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