+49.5%
EWZ vs VTR
+132.6%
-83.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +6.5% | -1.7% | +8.2% | +6.9% |
| 30D | +4.8% | -2.4% | +7.3% | +5.4% |
| 3M | +9.9% | +14.8% | -4.9% | +5.7% |
| 6M | +1.9% | +5.3% | -3.4% | +0.2% |
| YTD | +20.3% | +18.1% | +2.2% | +14.8% |
| 1Y | +35.6% | +36.7% | -1.1% | +24.0% |
| All | +49.5% | +132.6% | -83.0% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling