+60.1%
EWZ vs VTEB
+1.5%
+58.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -0.1% | -0.7% | +0.6% | +0.8% |
| 30D | +8.2% | -2.1% | +10.3% | +10.8% |
| 3M | +13.3% | -2.7% | +16.0% | +16.9% |
| 6M | +3.6% | -2.1% | +5.7% | +6.2% |
| YTD | +21.0% | -1.1% | +22.1% | +22.8% |
| 1Y | +34.7% | +1.3% | +33.3% | +33.2% |
| 3Y | +48.3% | +9.0% | +39.3% | +34.3% |
| 5Y | +60.1% | +1.5% | +58.6% | +49.7% |
| All | +60.1% | +1.5% | +58.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling