+22.6%
EWZ vs VSXY
+101.4%
-78.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | +1.3% | +10.2% | -8.8% | +0.6% |
| 30D | -26.2% | +33.6% | -59.8% | -27.8% |
| 3M | -8.6% | +10.8% | -19.4% | -9.6% |
| 6M | -17.0% | +130.5% | -147.6% | -23.4% |
| YTD | +2.2% | +104.4% | -102.3% | -5.1% |
| 1Y | +2.7% | +216.5% | -213.8% | -8.5% |
| 3Y | +18.2% | +465.9% | -447.7% | -4.4% |
| 5Y | +56.0% | +123.1% | -67.1% | +36.4% |
| All | +22.6% | +101.4% | -78.8% | +6.9% |
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