+45.1%
EWZ vs VSXY
+37.7%
+7.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.1% |
| 7D | -0.1% | -10.7% | +10.7% | +0.8% |
| 30D | +8.2% | -24.3% | +32.4% | +10.4% |
| 3M | +13.3% | +1.0% | +12.3% | +12.9% |
| 6M | +3.6% | +57.4% | -53.8% | -1.4% |
| YTD | +21.0% | +39.8% | -18.8% | +15.9% |
| 1Y | +34.7% | +196.5% | -161.8% | +20.2% |
| 3Y | +48.3% | +357.2% | -309.0% | +21.0% |
| 5Y | +60.1% | +18.9% | +41.2% | +45.5% |
| All | +45.1% | +37.7% | +7.5% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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