+92.6%
EWZ vs VTR
+87.8%
+4.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.1% | -2.9% | +2.9% | +1.0% |
| 30D | +8.2% | -2.8% | +11.0% | +9.3% |
| 3M | +13.3% | +9.0% | +4.3% | +9.2% |
| 6M | +3.6% | +5.0% | -1.4% | +0.9% |
| YTD | +21.0% | +16.9% | +4.0% | +13.0% |
| 1Y | +34.7% | +34.3% | +0.4% | +19.0% |
| 3Y | +48.3% | +131.6% | -83.3% | +4.3% |
| 5Y | +60.1% | +88.0% | -27.9% | +19.6% |
| 10Y | +92.6% | +97.8% | -5.2% | +19.2% |
| All | +92.6% | +87.8% | +4.8% | +19.2% |
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