+358.7%
EWZ vs VTR
+8,073.4%
-7,714.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.6% |
| 7D | +1.4% | +3.2% | -1.8% | +0.1% |
| 30D | -25.1% | +9.1% | -34.2% | -27.9% |
| 3M | -7.7% | -3.6% | -4.2% | -6.8% |
| 6M | -15.8% | +3.8% | -19.6% | -18.1% |
| YTD | +3.6% | +17.8% | -14.2% | -4.5% |
| 1Y | +5.5% | +20.5% | -15.0% | -3.8% |
| 3Y | +22.1% | +132.4% | -110.3% | -16.8% |
| 5Y | +58.3% | +99.9% | -41.5% | +11.9% |
| 10Y | +50.3% | +124.3% | -74.0% | -10.7% |
| All | +358.7% | +8,073.4% | -7,714.7% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling