+2.7%
EWZ vs VSXY
+210.1%
-207.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.4% |
| 7D | +1.3% | +10.2% | -8.8% | +1.2% |
| 30D | -26.2% | +33.6% | -59.8% | -26.6% |
| 3M | -8.6% | +10.8% | -19.4% | -8.6% |
| 6M | -17.0% | +130.5% | -147.6% | -19.6% |
| YTD | +2.2% | +104.4% | -102.3% | -0.1% |
| 1Y | +2.7% | +216.5% | -213.8% | +10.4% |
| All | +2.7% | +210.1% | -207.5% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling