+8.1%
EWZ vs VSH
+62.1%
-54.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +2.1% |
| 7D | -4.1% | -13.6% | +9.6% | -2.8% |
| 30D | -25.0% | -30.4% | +5.4% | -22.6% |
| 3M | -10.6% | -33.3% | +22.6% | -7.8% |
| 6M | -16.6% | -15.1% | -1.5% | -21.0% |
| YTD | +2.5% | +80.2% | -77.7% | -18.8% |
| 1Y | +8.1% | +63.4% | -55.3% | -13.8% |
| All | +8.1% | +62.1% | -54.0% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling