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  • EWZ vs VOO✓SelectedUSD · VOOEWZ vs VOO performance historyLatest closeAs of-0.71%09/04
Stock and ETF performance explorer

EWZ vs VOO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8.0%
VOO return
+817.1%
Excess return
-809.1%
Maximum drawdown
-74.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVOOExcessAlpha
1D-0.7%-0.4%-0.3%-0.3%
7D+6.5%+0.1%+6.4%+6.4%
30D+4.8%+0.1%+4.8%+4.8%
3M+9.9%+2.0%+7.9%+7.2%
6M+1.9%+13.0%-11.1%-11.2%
YTD+20.3%+13.6%+6.7%+4.3%
1Y+35.6%+20.1%+15.5%+10.3%
3Y+43.4%+77.6%-34.1%-27.1%
5Y+55.9%+82.4%-26.5%-26.0%
10Y+84.2%+316.8%-232.7%-68.6%
All+8.0%+817.1%-809.1%-92.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling