+1.2%
EWZ vs VTV
+25.3%
-24.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | -25.5% | +3.9% | -29.4% | -28.7% |
| 3M | -4.5% | +2.6% | -7.1% | -7.3% |
| 6M | -15.3% | +11.5% | -26.8% | -26.2% |
| YTD | +3.1% | +22.3% | -19.2% | -18.8% |
| 1Y | +1.2% | +24.5% | -23.3% | -21.3% |
| All | +1.2% | +25.3% | -24.1% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling