+67.0%
EWZ vs VTV
+232.1%
-165.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.3% |
| 7D | +0.6% | -0.4% | +1.0% | +1.0% |
| 30D | -25.5% | +3.9% | -29.4% | -29.0% |
| 3M | -4.5% | +2.6% | -7.1% | -7.6% |
| 6M | -15.3% | +11.5% | -26.8% | -25.7% |
| YTD | +3.1% | +22.3% | -19.2% | -18.7% |
| 1Y | +1.2% | +24.5% | -23.3% | -21.9% |
| 3Y | +19.3% | +78.8% | -59.5% | -41.1% |
| 5Y | +52.3% | +78.6% | -26.4% | -25.8% |
| 10Y | +67.0% | +231.8% | -164.8% | -61.2% |
| All | +67.0% | +232.1% | -165.0% | -61.2% |
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