+66.5%
EWZ vs VTV
+230.1%
-163.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | +0.8% | +2.9% | -2.2% | -2.6% |
| 30D | -24.4% | +3.8% | -28.2% | -27.8% |
| 3M | -4.6% | +1.6% | -6.1% | -6.6% |
| 6M | -11.6% | +11.2% | -22.8% | -22.2% |
| YTD | +2.4% | +22.0% | -19.6% | -19.0% |
| 1Y | +2.1% | +24.9% | -22.8% | -21.5% |
| 3Y | +18.7% | +78.5% | -59.8% | -41.3% |
| 5Y | +54.2% | +77.8% | -23.6% | -24.4% |
| All | +66.5% | +230.1% | -163.6% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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