+62.7%
EWZ vs VT
+60.6%
+2.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.2% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | -25.0% | -1.4% | -23.5% | -24.1% |
| 3M | -10.6% | -1.4% | -9.2% | -9.7% |
| 6M | -16.6% | +5.5% | -22.1% | -20.4% |
| YTD | +2.5% | +12.8% | -10.4% | -7.2% |
| 1Y | +8.1% | +15.4% | -7.4% | -3.9% |
| 3Y | +20.4% | +76.9% | -56.4% | -23.5% |
| 5Y | +62.7% | +60.4% | +2.3% | +13.3% |
| All | +62.7% | +60.6% | +2.1% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling