-5.5%
EWZ vs VT
+374.2%
-379.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +0.4% | +6.1% | +5.9% |
| 30D | +4.8% | +1.0% | +3.9% | +3.5% |
| 3M | +9.9% | +2.4% | +7.5% | +6.2% |
| 6M | +1.9% | +12.0% | -10.1% | -12.4% |
| YTD | +20.3% | +15.3% | +5.0% | -0.3% |
| 1Y | +35.6% | +22.6% | +13.0% | +3.6% |
| 3Y | +43.4% | +74.7% | -31.2% | -32.5% |
| 5Y | +55.9% | +66.1% | -10.2% | -23.9% |
| 10Y | +84.2% | +225.0% | -140.9% | -61.6% |
| All | -5.5% | +374.2% | -379.7% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling