+67.6%
EWZ vs VTR
+91.4%
-23.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +5.6% | -2.4% | +8.0% | +6.3% |
| 30D | +9.3% | -3.7% | +13.0% | +10.3% |
| 3M | +15.7% | +13.5% | +2.2% | +11.1% |
| 6M | +7.4% | +7.2% | +0.2% | +4.7% |
| YTD | +22.7% | +17.6% | +5.1% | +16.3% |
| 1Y | +36.4% | +35.4% | +1.0% | +23.7% |
| 3Y | +50.4% | +132.8% | -82.5% | +12.8% |
| 5Y | +67.6% | +88.7% | -21.0% | +37.7% |
| All | +67.6% | +91.4% | -23.7% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling