+376.7%
EWZ vs VTV
+734.9%
-358.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | +0.1% | +2.3% | -2.2% | -3.0% |
| 30D | -25.9% | +3.8% | -29.7% | -29.8% |
| 3M | -6.1% | +1.7% | -7.8% | -8.6% |
| 6M | -16.1% | +10.9% | -27.0% | -27.4% |
| YTD | +1.0% | +21.7% | -20.8% | -22.7% |
| 1Y | 0.0% | +23.4% | -23.4% | -24.9% |
| 3Y | +16.8% | +78.0% | -61.2% | -47.5% |
| 5Y | +52.1% | +77.4% | -25.3% | -32.8% |
| 10Y | +63.6% | +230.4% | -166.8% | -69.1% |
| All | +376.7% | +734.9% | -358.2% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling