+432.5%
EWZ vs VSH
+20.2%
+412.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.2% |
| 7D | +6.5% | +4.1% | +2.4% | +5.0% |
| 30D | +4.8% | -4.2% | +9.0% | +5.7% |
| 3M | +9.9% | -50.0% | +59.9% | +33.4% |
| 6M | +1.9% | +80.2% | -78.2% | -23.2% |
| YTD | +20.3% | +121.1% | -100.8% | -16.2% |
| 1Y | +35.6% | +112.0% | -76.4% | -5.3% |
| 3Y | +43.4% | +22.5% | +20.9% | +13.6% |
| 5Y | +55.9% | +64.0% | -8.1% | +7.2% |
| 10Y | +84.2% | +170.4% | -86.2% | +1.1% |
| All | +432.5% | +20.2% | +412.3% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling