+67.6%
EWZ vs VSXY
+21.5%
+46.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.9% | +1.7% |
| 7D | +5.6% | -6.8% | +12.4% | +6.1% |
| 30D | +9.3% | -20.4% | +29.6% | +11.2% |
| 3M | +15.7% | +2.9% | +12.8% | +15.1% |
| 6M | +7.4% | +67.9% | -60.5% | +1.4% |
| YTD | +22.7% | +44.9% | -22.2% | +16.9% |
| 1Y | +36.4% | +205.9% | -169.5% | +20.5% |
| 3Y | +50.4% | +373.9% | -323.5% | +19.9% |
| 5Y | +67.6% | +23.5% | +44.2% | +59.3% |
| All | +67.6% | +21.5% | +46.1% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling