+57.8%
EWZ vs VOO
+67.9%
-10.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -1.5% | -2.7% | +1.2% | +0.3% |
| 30D | -24.5% | -5.4% | -19.2% | -21.8% |
| 3M | -10.7% | -4.1% | -6.6% | -8.3% |
| 6M | -19.1% | +0.7% | -19.8% | -19.7% |
| YTD | +1.6% | +8.7% | -7.1% | -4.1% |
| 1Y | +4.3% | +11.0% | -6.7% | -2.9% |
| 3Y | +19.0% | +75.5% | -56.5% | -17.9% |
| All | +57.8% | +67.9% | -10.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling