+58.3%
EWZ vs VTR
+101.5%
-43.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.8% |
| 7D | +1.4% | +3.2% | -1.8% | +0.7% |
| 30D | -25.1% | +9.1% | -34.2% | -26.8% |
| 3M | -7.7% | -3.6% | -4.2% | -7.0% |
| 6M | -15.8% | +3.8% | -19.6% | -17.2% |
| YTD | +3.6% | +17.8% | -14.2% | -1.7% |
| 1Y | +5.5% | +20.5% | -15.0% | -0.7% |
| 3Y | +22.1% | +132.4% | -110.3% | -7.4% |
| 5Y | +58.3% | +99.9% | -41.5% | +29.4% |
| All | +58.3% | +101.5% | -43.2% | +29.4% |
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