+66.5%
EWZ vs VSH
+115.4%
-48.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.6% |
| 7D | +0.8% | +14.3% | -13.6% | -3.5% |
| 30D | -24.4% | -7.9% | -16.5% | -23.7% |
| 3M | -4.6% | -19.9% | +15.3% | -0.9% |
| 6M | -11.6% | -30.5% | +19.0% | -9.2% |
| YTD | +2.4% | +85.7% | -83.3% | -27.5% |
| 1Y | +2.1% | +98.9% | -96.9% | -29.8% |
| 3Y | +18.7% | +32.1% | -13.4% | -12.1% |
| 5Y | +54.2% | +39.7% | +14.5% | +5.5% |
| All | +66.5% | +115.4% | -48.9% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling