+89.4%
EWZ vs VWO
+117.1%
-27.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.8% |
| 7D | +0.9% | -1.8% | +2.6% | +3.0% |
| 30D | +12.8% | -0.1% | +12.9% | +12.8% |
| 3M | +10.8% | +2.2% | +8.5% | +7.2% |
| 6M | +2.5% | +8.8% | -6.2% | -8.4% |
| YTD | +21.4% | +12.4% | +9.0% | +4.3% |
| 1Y | +32.8% | +15.6% | +17.2% | +10.0% |
| 3Y | +45.2% | +62.5% | -17.3% | -23.3% |
| 5Y | +63.0% | +34.3% | +28.7% | +9.9% |
| All | +89.4% | +117.1% | -27.7% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling