+8.1%
EWZ vs VWO
+5.9%
+2.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | 0.0% |
| 7D | -4.1% | -1.3% | -2.8% | -2.9% |
| 30D | -25.0% | -7.1% | -17.8% | -19.6% |
| 3M | -10.6% | -6.1% | -4.5% | -5.2% |
| 6M | -16.6% | -3.9% | -12.7% | -14.0% |
| YTD | +2.5% | +5.0% | -2.5% | -2.7% |
| 1Y | +8.1% | +6.0% | +2.1% | +1.9% |
| All | +8.1% | +5.9% | +2.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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