+66.5%
EWZ vs VTR
+130.3%
-63.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | -24.4% | +5.5% | -29.8% | -26.0% |
| 3M | -4.6% | -0.9% | -3.7% | -4.6% |
| 6M | -11.6% | -0.4% | -11.2% | -12.3% |
| YTD | +2.4% | +17.0% | -14.6% | -4.7% |
| 1Y | +2.1% | +18.0% | -15.9% | -5.3% |
| 3Y | +18.7% | +127.4% | -108.7% | -15.9% |
| 5Y | +54.2% | +92.3% | -38.1% | +14.1% |
| All | +66.5% | +130.3% | -63.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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