+36.4%
EWZ vs VSH
+105.2%
-68.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +5.6% | +6.2% | -0.6% | +4.9% |
| 30D | +9.3% | -11.1% | +20.4% | +10.5% |
| 3M | +15.7% | -44.9% | +60.6% | +22.7% |
| 6M | +7.4% | +90.0% | -82.5% | -14.0% |
| YTD | +22.7% | +118.8% | -96.1% | -3.1% |
| 1Y | +36.4% | +109.0% | -72.6% | +8.5% |
| All | +36.4% | +105.2% | -68.9% | +8.5% |
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