+171.1%
EWZ vs VTEB
+26.7%
+144.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | +6.5% | -0.8% | +7.3% | +7.6% |
| 30D | +4.8% | -1.3% | +6.2% | +6.8% |
| 3M | +9.9% | -2.1% | +12.0% | +13.2% |
| 6M | +1.9% | -1.7% | +3.6% | +4.4% |
| YTD | +20.3% | -0.6% | +20.9% | +21.4% |
| 1Y | +35.6% | +3.1% | +32.5% | +30.4% |
| 3Y | +43.4% | +9.2% | +34.2% | +27.2% |
| 5Y | +55.9% | +2.2% | +53.8% | +52.1% |
| 10Y | +84.2% | +18.8% | +65.4% | +81.2% |
| All | +171.1% | +26.7% | +144.4% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling