+467.9%
EWZ vs VTV
+721.7%
-253.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.4% |
| 7D | +6.5% | +0.5% | +6.0% | +5.8% |
| 30D | +4.8% | +1.1% | +3.7% | +3.3% |
| 3M | +9.9% | +5.9% | +4.0% | +1.7% |
| 6M | +1.9% | +11.6% | -9.7% | -12.0% |
| YTD | +20.3% | +19.8% | +0.5% | -5.6% |
| 1Y | +35.6% | +26.2% | +9.4% | -0.8% |
| 3Y | +43.4% | +68.5% | -25.0% | -30.2% |
| 5Y | +55.9% | +79.9% | -23.9% | -32.3% |
| 10Y | +84.2% | +229.7% | -145.5% | -65.0% |
| All | +467.9% | +721.7% | -253.8% | -69.7% |
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