-20.7%
EWZ vs VT
+345.0%
-365.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +3.8% |
| 7D | -4.2% | -4.2% | 0.0% | +1.1% |
| 30D | -26.1% | -5.8% | -20.3% | -20.5% |
| 3M | -12.0% | -5.2% | -6.8% | -6.0% |
| 6M | -19.3% | +0.1% | -19.4% | -20.0% |
| YTD | +0.9% | +8.2% | -7.3% | -9.5% |
| 1Y | +3.4% | +10.1% | -6.7% | -9.5% |
| 3Y | +18.6% | +69.7% | -51.1% | -42.3% |
| 5Y | +56.6% | +53.4% | +3.2% | -15.4% |
| 10Y | +50.3% | +219.2% | -168.9% | -68.2% |
| All | -20.7% | +345.0% | -365.7% | -88.3% |
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 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