+42.6%
EWZ vs VT
+214.8%
-172.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +3.4% |
| 7D | -4.2% | -4.2% | 0.0% | +0.7% |
| 30D | -26.1% | -5.8% | -20.3% | -20.9% |
| 3M | -12.0% | -5.2% | -6.8% | -6.5% |
| 6M | -19.3% | +0.1% | -19.4% | -20.0% |
| YTD | +0.9% | +8.2% | -7.3% | -8.9% |
| 1Y | +3.4% | +10.1% | -6.7% | -8.6% |
| 3Y | +18.6% | +69.7% | -51.1% | -40.1% |
| 5Y | +56.6% | +53.4% | +3.2% | -10.4% |
| All | +42.6% | +214.8% | -172.2% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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