+91.2%
EWZ vs VTEB
+17.5%
+73.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.3% |
| 7D | +1.1% | -1.2% | +2.4% | +3.0% |
| 30D | +13.5% | -2.9% | +16.3% | +18.4% |
| 3M | +15.2% | -3.2% | +18.4% | +20.7% |
| 6M | +3.7% | -2.6% | +6.4% | +8.0% |
| YTD | +22.5% | -1.8% | +24.4% | +26.0% |
| 1Y | +35.3% | +0.2% | +35.0% | +35.0% |
| 3Y | +50.2% | +8.2% | +42.0% | +33.5% |
| 5Y | +64.6% | +0.8% | +63.7% | +63.5% |
| All | +91.2% | +17.5% | +73.8% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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